Is this one of the options selectable on that big list (e.g. A/C on when starting, mecca indicator etc) or is it elsewhere? I've got a 09/04 build, and apparently all 04/04 onwards cars should do it - but mine doesn't apparently
I have a 11/02 Z4 and my windows go up and down with the key. Are you sure you are holding the key to the left or right long enough? It takes a little while before the roof moves.