As far as I know all US cars came with keyless. The key you have sounds like a spare or valet key you can order from the dealer. You will probably have to order the correct keys from BMW and have a service adviser help you with syncing/program it to the car (simple task, does not need to be hooked up to a computer).
Peabody BMW, ebmwparts.com has had some of the best pricing on replacement keys in the past. I think it's $125 per key. You'll have to provide a copy of your registration and your drivers license, but it will get you a key that is cut to your ignition as registered with BMW and it will work with your EWS (anti-theft module).
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