I had this issue with my 330 E46 but mine sometimes did not go off, car would start and preform as normal.
It turned out to be bad ground from battery to the chassies.
So i removed the ground cable from the battery and the chassie cleaned it and cleand the contats on the batt as well as the chassie. I had no issues after that.

__________________
X5 4,4i-06 Current
330Ci Cab-03 2007-2008
MB E55 AMG-03 2006-2007
Z3 2,8 Roadster-98 2006-2007
X3 2,0d-05 2005-2006
320d-99 1999-2005