That sounds pretty strange...I am waiting to get my X3 with Comfort Access Package (end of Oct), so hopefully they got this right. Did the other parts of your comfort access package work (e.g. door handle,etc.)?
Just to be sure, you are talking about the button described in this video (start at 20sec mark) right?
http://www.youtube.com/watch?v=X-2rNZDvtnM&feature=player_embedded