The only way to shut down the ac is to press on the (-) buttons untill it shut off. i talked to the BMW dealer and he told me there is no harm to the engin or to the car if u start or turn off the engin while the AC working.
before this car i used to have 98 740il and i drove it for 3 years with no problems.
Any why good news i heared that 2004 models will be equipped with GPRS enabled phones and internet browser in the moniters can't wait
i wish if they equip. it with the P800 instead of the semens or motoralas junks :P :P