Just start the X, set your seat, mirror, steering wheel and temp the way you want it then press the red M button on the side of your seat to set it in one of the 3 memory settings. Turn of your X, exit it and set the alarm. this should set it for you, at least it works for me.... I normally have to set it for air in the summer and heat in the winter.

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Robert

1994 740iL
2001 X5 4.4i Sport
2004 Kawasaki ZX-6R
2009 VW Jetta S