hi
i had the same problem. i got lots of stories ... it was my general module which needed replaced and my door actulaters were gone and all my door needed stripped back and checked.
my doors would lock but when i went to unlock them the lights flashed and it clicked but nothing opened, lucky i only use my car so i managed to open the drivers door manually with the key but the rest would still stay locked.
but then i found this link
http://www.bmwgm5.com/
this is a tricky job and but it saved me alot of money and it has worked. the relays took a nightmare coming out ( a total of about 2 hours) but very easy to put back in place.
hope this helps
naz