Unfortunately this is common. Occasionally the fan will come on and run for hours, it's happened to all of us. It probably happened to you already but you weren't near it so you didn't realize it. I spoke to the BMW engineers and they basically said to ignore it and it will shut off- it just may take a while. Since the last time I had my service I've noticed it isn't as loud anymore so I think they are doing something to make it quieter because it is friggen LOUD! I did a blog post on this a few months ago:
http://activeemobility.blogspot.com/...in-garage.html