I use the same keyfob everytime. I would be driving and (via the smaller fan button) turn off the heat completely so it would not display anything in the temperature / fan speed area. It's completely off. And no, it's not on the AUTO program.

Next time I start the car, the heat is back on (still not on the AUTO program). Why isn't it saving my setting from when I had it last (like off)?

I tried looking through the entire Climate section of idrive and there's nothing related to this except making fan settings. Auto-climate allows soft/medium/high but again, just fan settings and at soft (which is checked), is set at neutral with no fan speed.

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'08 X5 3.0si - Alpine White / Saddle Brown interior
Specs: Sport Pkg, Premium Pkg, Tech Pkg, Comfort Access, Aero Kit, Style 433 staggered 20s on Conti DWS
Mods: Carbon 35 tint, LED angel eyes, GP Thunder 7500k fogs, H&R 20mm/25mm spacers, clear reflectors, gunsmoke-tinted taillights
Coded: Digital speedo, windows/sunroof/tailgate close via keyfob

X5 pics at Flickr