Another one I read earlier;

x5 deisel, battery drain; TOW, left me sit in the - bimmerfest - BMW Forums

The interesting thing about this one on re-read is the part about the glow-plug or intake grid heater (I don't know how the BMW cold start works exactly) cycling every time you open the door. I often get files in and out of my car when it is parked. I have heard that loud buzzing sound under the hood when I open the door, I just thought it was the fuel pump pressurizing or something like that. If it's the heating of the glow plugs every time I open the door and the car sits over the weekend and the weather is as cold as it is, that could really run the battery down. Maybe it needs a larger battery or two batteries. Also, I make frequent small trips. For example, I have something a little less than 5K miles on it since early last spring.