What they did is probably not illegal, but they certainly took advantage of you. I would make a stink with both the dealer (go to the owner) and BMWNA, because they did not offer you the best available rate. One line that should get their attention is "I'm going to tell everyone I know how poorly I was treated by XYZ Dealer/BMWNA." Unfortunately, Caveat Emptor (Buyer Beware) applies here, and you may have to write this one off as a learning experience.