Originally Posted by The Beast
If you have comfort access you can start the car and then lock it with the remote, I used to do this with my X5 in order to warm the interior on cold mornings. Two benefits, you don't forget the key and someone can't just jump in and drive away with it while it's unattended.
You don't need comfort access to do this. I dot have comfort and lock the car all the time with it running to drop my daughter in the daycare, or run into the dry cleaners.