First check your tires for the proper tire pressure(s). I think your problem is that your car still has the old learned "target" pressure. The system is a dumb system... so it only knows what the last programed "target" was. When you add in more air pressure... the system will not know it.
THEN... with the car stopped(but the engine running), hold and reset the TPMS via the BC turn signal stalk or thru your iDrive menu. Then drive off when it says something like "resetting". It should only take a few hundred meters(if that!) of driving before the yellow light goes out.
IF you try resetting the TPMS while driving it will not reset. Ask me how I know this! lol
Also... if your tires ARE losing air pressure... a very common thing is the 11mm nut on the metal valve stems tend to loosen up. They only need to be snug! You can break them if you over torque the nuts. I think the specs is something like
4 Nm - very little torque!!
On a related note...
Run Flat tires vs Normal tires - dealer cut away carcus...
http://www.1addicts.com/forums/showthread.php?t=412903