you talked to the service receptionist, right? ask to speak to a service advisor and be very clear that you have an M3.
happened to me - these girls take hundreds of appointments and all the other BMW's do have their first interval at 15k, so i understand the confusion somewhat (i didn't, however, understand the attitude that came free with the phone call). i just politely asked to be connected to my regular service advisor and he of course cleared it up and booked the appointment.
just in case you get hassled, show them the servicing book that came with the car. it cannot be more clear.