I can shut all the windows on my e39 by holding the lock button on the keyfob until they all close, same to open em all, just keep the open button down till they are as open as much as you require!
If your fob opens and closes the car then this should work fine.
PS as far as I know ALL E39s do this the same, at least the few dozen I looked at before buying one all did, it is total closure but not just one touch like some cars have. IMHO its much more versatile! Those clever BMW techs eh!