Unlike US model cars, all M3 in Australia come stock with alarm, EDC(E92,E93), and a few other options that is option only on US model.
Originally Posted by Mike Benvo
Some countries have the 'panic' function disabled... And most M3's don't have the alarm installed from the factory (and then BMW stopped prewiring the cars for them).
Try locking the car with the windows down, waiting a few minutes and then moving your hands around inside to set off the motion detector (if equipped).
PS: your car has dct not smg