haha that is freaky.. anyways i was researching on the net and found this..

x5 electrical problems - bimmerfest - BMW Forums

seems like this guy had the EXACT same problem.. unfortunately he didnt continue to post so i dont know exactly what happened.. maybe il ltry to replace the battery..

A battery issue would surface in other ways... so unless your battery is old enough to consider this maintenance I wouldn't worry too much about it.

However doing a battery reset overnight might not be a bad idea... you'd be amazed how many problems are solved this way. (just like when a computer or phone acts up and you restart it)

Yeah possibly right, it just irritates when the weather is rainy and this damn windows opening thing happens!

Solution
 

I had this same problem and I took my 2002 X5 to a dealership. Come to find out, my wiring harness for the engine has shorted out. This is what was causing all my warning to come on. Oh and to get it fixed it's over a thousand.

Since no error codes were stored, the battery, and alternator is not the problem, it will be a voltage problem. BMW are notorious with grounding problems and low voltage. The problem you have describe leads me to believe the purple wire on the ignition switch is sending a low voltage. I have found many BMW where the contacts have worn or excessive carbon build up reduced the amount of voltage the ignition switch sends to the lead. (As low as 4.7 volts) When this occurs, various modules will fail to work and odd electrical problems will occur. BMW factor dealerships will have a hard time diagnosing intermittent problems. A simple ignition switch replacement will most likely resolve the problems.

i sent my car in about 3 days ago, still havent heard from them at all so we'll see what they say. i told them it might be the wiring harness, but maybe i should have them replace the ignition switch..

it makes sense that it could be the ignition switch since it only happened sometimes when i start my car..

Interesting that you mention this...was recently experiencing a grinding sound coming from the engine bay at startup...i was convinced it was the starter. The next day, while installing a dice kit, i unplugged the battery for about 2 hours. After reconnecting and starting her up, the starter-grinding sound disappeared :dunno:

That's likely just a coincidence... But it is likely either a belt driven accessory's bearings on first start or the more common chattering in the nose of the starter, which is more annoying than a problem.

I experience similar damn sounds when starting but the problem has not gone beyond the "chattering" so I just give it a deaf-ear.

Weasel, guys, just a question one day 2 weeks ago when I started the engine some white smoke (not very heavy but enough for.. :yikes: ) came out of one of the 4 pipes behind - so I turned engine off start again it was gone! It never happened again... at one time years back I read somewhere that engine can do that when over oiled! Any idea!? Oil level is at max.

Most likely some oil vapors had condensed in the intake runners or cylinders with open intake valves etc. and burned off on the first start. If it does it consistantly on the first start I'd look at the oil seperator system, but if just happened that once I wouldn't worry about it.