just something to add for UK versions...

I found that by holding down the lock button on the remote this closed the panoramic sunroof and windows too....My 06 X3 does this this also

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2008 X5 3.0d se
Dynamic Pack
Y spoke 214's
Media Pack
Nav Professional
Bluetooth
BMW Assist
Panoramic Roof
Electric Memory Heated Seats
Running Boards
Xenons
Sun Protection Glass
Titanium Grilles
USB audio interface
Super Guard Paint Protection
Saph Black, Black leather/Brushed Aluminium