If you "just bought it" your dealer MIGHT/should help you with this problem. Doesn't cost anything to ask.
If not then you might want to find a GOOD/Reputable BMW/German repair shop.
Your problem could be in
The ignition switch
Starter/Solenoid
Wiring and Connections, could be as simple as a corroded connection at the starter.
Here's a link
http://www.realoem.com/bmw/partgrp.d...94&hg=12&fg=05
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