I know, I have the same problem somewhere in the back. I don't know if its something in the lower-back suspension or a loose part in the bumper, perhaps something in the trunk that keeps on rattling.
The worst thing is.. for those of us that are so picky- you cant really go to your dealer and say i have some noise annoying me and take them for a ride to try to guess what it is- they usually just look at you funny!
I'm taking mine tomorrow to BMW for a look, but the problem is that the way things go around here they usually tell you: if the car runs fine stop whinning about small noises here and there- its like they wait for your car to stop starting or driving to be interested in helping you hehe..
Anyway, good luck on finding out what that noise is.. am sorry I couldnt help but I just thought to say that you're not the only one out there with this problem