What a coincidence. I had the same thing happen today. Most annoying sound from the rear speakers that won't go away (the "stereo" is really always on because it makes the "gong" sound). I thought it was a short in my custom install, but the problem fixed itself after I turned of the engine, removed the key, opened the door and waited for the amps to turn off.
'11.5 M3 sedan | Jerez Black Metallic | 6MT | M Performance Exhaust | no DCT no EDC no NAV no nonsense