$40... who cares? you need to take them off... you can waste time trying to find the right key to remove them, or just do it. You're about to drop several hundred dollars on tires, and if you're doing it at the dealership, you're getting ripped off anyways, so what's $40? honestly. You don't need to go to a dealer... any shop should have a tool to remove them, esp. the tire shop, and they're going to charge you $40 anyways... just make sure you have 4 more bolts ready. I never thought i'd hear a BMW owner complain about $40.
I think if I went to Princess Auto right now, they have the removal tool as a set of 2 for under $20.