Hi mate, even if you dont have the idrive, you can set it up thru the BC switch in the indicator stalk. If you have the owners handbook then you can refer page 20 and 64 IIRC to see setting up the locking and unlocking of the car. There there is a icon which says flashing of the indicator lights for once when its locked and twice when unlocked.
Like others said once you have locked all the doors from outside its good to see all the doors and windows are locked.
Yes one more thing is that when i picked my car as AUC, i had the problem with the second key not working and the dealer ordered one for me. So had to get the second key programmed. When i started using the second key i have noticed that the single click unlock for only the drivers door(which i set it in the first key) didnt work and had to be set up individually using the indicator stalk for the new key. Hence its worth checking its working the same way for all the keys as the settings are for each keys.
Hope this helps...all the best
