Read and weep...
BMW ignores this stating this can't be done....
http://vag-info.com/BMW%20Group%20products.htm
BMW key/transponder programming device via OBD II - 2004 - 2011
for
E60/ E61 /E63 /E64/ E65/ E70/ E71/ E87/ E90/ E91/ E92/ E93
More info and manual inquiry>>>
This new special device for BMW key and transponder programming for CAS module was developed to work via OBD II and also you can preprogram on site keys or transponders with the device as the device consists of a key programmer and Hi Tag programmer. With this new Device when you program the keys via OBD II, the existing/old keys will not be erased and you will be able to use them again. The Device will program the remote control automatically at all available freequencies for Europe, North/South America, Africa and ASIA. The Device is powered up from the OBD II connector of the car . The Device is very usefull for Auto Locksmiths, Auto engineers and Special Police Agencies!!
Price: 8000 EUR