when i unlock my bmw 3 series, 2002 all the windows go down
I'd guess the car key has been programmed to an individual setting. Thus these setting engage when you unlock. Apparantly the setting on your key tells the car that "you" want the windows down. The key reprogrammes with a little button pushing. Basically it just like fiddling around with the buttons on a digital watch. I'd think a (BMW) garage will help for free.
Is the unlock button "sticking"?
My Owners manual says if you hold the key in the unlock for 2 seconds it rolls the windows down.
sunroof opens too. lock button does not do the opposite (in US at least) but twisting the key and holding the lock position in the door does.
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