I had a similar issue in my driver's side pillar the day I purchased my M3. Went away though after a couple of weeks.
I'd encourage everyone to hound their dealer to get it fixed. No need to live with that nonsense for the price we all paid.
2011 1 Series M Coupe VO M3 vs 1M Comparo Review
2011 M3 E90 DCT ZCP (sold) * 2010 335i Sedan (sold)
2005 M3 Convertible (sold) * 2003 325i Sedan (sold)