BMW Users - Can you get Random to stay on?

[MBW]

For the BMW users out there.  I have an e-46 M3 Business CD and just found an original BMW phatbox and got it hooked up.  A difference between this BMW and my Audi is that I can't get the BMW to remember the Random Setting, where the Audi always remembered it.

I am the type that loads everything into a single playlist, then leaves it on random.  So now, every time I get in the car, I have to hit the random button on the head unit and it is getting annoying. 

Have you had a similar experience?  Anyone figure a way around this? 

Thanks,

Mark in UT