Well how about this, I somehow managed to set the alarm with the driver door unlocked, and then when I hit the lock button again, the door didn't lock so I had to unlock and re-lock to set the alarm and get the driver door to lock.

__________________
2006 BMW X5 4.8is Lemans Blue/Beige/Dark Maple
-Nav, Comfort Seats, Heated Steering Wheel,
Rear Airbags, AUX Input
2009 BMW M3 Space Grey/Black/Carbon
-all options