After calling BMW, I was told to contact Safe Guard for inquiries.
I found out the number for Safe Guard, the supplier of BMW's tire and wheel protection plan, is wrong on the BMW website. The number should be 800-269-4559, NOT 866-...
After reaching Safe Guard, I was told there is no record of my plan and that this could be because dealers don't send in their records for 4-6 weeks (I purchased my car 3 weeks ago). They have a cancellation application on their website as well:
www.sgcancels.com