Just found this!
Sounds like BMW may not be the ultimate driving machine!
Some one else may have already posted this but it seems that this should be a reason for a safety recall.
Below is a bulletin from BMW on it:
4515500-02 Subject Increasing steering forces at high outside temperatures...
Just bought a 2003 with 20k miles on it, I'm having the same issue with the steering. However it seems to come and go feels like flat spots on the tires, but the tires are new.
The BMW dealer has no idea what it is. I'm living with it but in close quarters it sometimes gets scary.