it could be that the door sills (rubber) needs treatment with some gummi fledge or carbaflo. My doors started rattling after a few weeks of ownership and it was the local car wash and some dodgy chemicals on the door rubbers making them hard. After treatment will carbaflo the noise went, BMW do state that the door rubbers do not need treatment (in the manual) but I find they do. I need to lube every 2 months or so
Have a search on the forum you should get lots of results, it was quite a common issue on e60's where some owners needed to use teflon strips!
However this may not be your problem after all! try and lower the window - this will break the pressure and the door may stop making noise - its prob the rubber sills
cheers