I agree with nbennettksu. As soon as you see a low pressure warning, you need do the evaluation to determine the problem and then make a decision on what you are going to do. It's your car even if it's under warranty and ignoring the situation even for a short period of time can mean a new wheel and tire instead of just a patch. Given those alternatives, its nuts not to do a diagnosis yourself. As soon the TPM light came on I would gotten the car home (assuming you could use the on-board pump to keep it above 25 PSI) and then pull the wheel (using the jack that you bought from BMW because the car didn't come with one since you knew this at purchase) and then do a careful examination to see what the problem was.
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