FSETH, I have a 2002 and the orange LED is always on. Your car enters proper sleep mode when there is less than 50mA draw on the battery after 16 minutes. Here's a thread with the procedure for testing and photos of my multi-meter showing my X5 going into sleep mode with just 27mA draw at rest. Follow the thread down to about the 8th post or so with the multimeter photos.

http://www.xoutpost.com/bmw-sav-foru...ery-drain.html

If you're not having battery problems, chances are, your car is entering sleep mode OK with the orange indicator lit as is mine.

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2022 X6///M - Toronto Red, Silverstone Full Merino Leather, Executive Package w/Remote Engine Start, Soft-close doors, Heated & Cooled Cupholders, Front Ventilated Seats, Front & Rear Heated Seats, Front Massaging Seats, Carbon Fiber Trim.

2002 X5 3.0i, Sport Premium, Titanium Silver, Grey Dakota, Cold Weather Pkg, Xenons, DICE, LED Tails, just a winter vehicle...

2007 550i, Sport Premium, Silver Grey Metallic, Grey Dakota, Nav, Cold Weather Pkg, Comfort Access, HD Radio, Xenons.