Ive just got a Z4. I love the car but finding the steering quite heavy. Is this normal? I have not driven another one so it might just be a characteristic of this car. I had a 7 series before and the steering was extremely light.
From the BMW website:
Activating sport mode makes the BMW Z4 Roadster feel even more dynamic. Just press the "Sport" button and the vehicle's electronic control units switch to sportier settings for the engine, steering and, on automatic models, the transmission. The engine responds more keenly, the steering's power assistance is reduced at low and medium revs for a more direct feel and the transmission adopts sportier shift characteristics.
My steering feels much the same as you have described with the sport mode activated.