Not all cars support all features, but in any event you need software to program these features. PA Soft BMW Scanner 1.4.0 is typically the easiest to use. $32 from
www.xcar360.com, it is a knock off of the original but works fine. Takes about 2 weeks to get. Be careful as it is software an can be tricky to install on Vista & Win 7, 64 bit OS is even trickier. Easiest to install on XP.
As for features, you program things like not to open the sunroof or not to close the sun roof. You can also program other features on the car as well.
Slvr46, you probably need to re-initialize you window pinch protection as you have probably had your battery disconnected to too long of a period recently?
Read in your owners manual about the resetting the window pinch protection and your Auto Up feature should work again.