I don't think I would call Circuit City "professional"... I mean sure, they'd do fine on lets say like a chevy tahoe. But odds are they have the power cable run from the little nut on top the positive terminal, better hope they didn't just run a sheet metal screw into the chassis for ground.... and the remote turn on is likely jumped to either the wrong wire or to constant power.
Most install shops don't know nearly enough about the delicate and picky electronics of modern BMWs. You could take pictures of the install (mainly where the other ends of the wires to the amp go) and I could tell you if that is your problem or if they did good.