MyHarley, don't worry about it, your BMW will be fine. BMW's don't follow the rules of tire rotation (you don't rotate the tires) as the front and rear tires are of different sizes...many performance vehicles are like this. When you get your new tires, everything should be fine. The 18" wheels and tires must have been a dealer-installed option, because I promise you, the 2003 and earlier E46 3-series models did not have an "option" for 18" rims and tires. Only for 2004 did they introduce the 18" wheel and tire package. Your rims and tires were installed after-market by your BMW dealer...it's no reason for the tires to be worn out after 4,000 miles but just something you should know. Your new tires should resolve the vibration problem...if the tires are worn down after another 4,000 miles then you know you have a serious problem on your hands. Otherwise, the early tire wear could have been due to low tire pressure, lugnuts not being securely fastened, or any other minor (yet important) variable.