You're a super early 2006.
In your case it's a Vehicle Order option unlike mid-year 2006 and up 3ers.
I had to do it for someone like you as well.
Add $8S3 to you're vehicle order, FA_Write to CAS and FRM then reprogram the car.
You'll have to go back and re-do your custom codes... but BAM your auto unlock and lock will now function.
PS. Here is an option list I posted so you can see where this info came from: