Dude, your DRL's are definitely on!
BTW, this whole DRL issue isn't so much a key memory problem as it is a car memory problem (as the title of this thread suggests). In other words, you cannot program the DRL's to be active with one set of keys, and off with another. You have to decide if you want them always on or always off and the dealer will program it that way until you have them reprogram it.
Also, if you were not offered the initial key/car memory programming upon delivery, your dealer should not charge you the programming fee. The exact same thing happened to me; I didn't discover these options until I had the car a few weeks. I had to scheduled a service appointment to have it done (and had my alarm put in at the same time).
2004|330ci|Convertible|Silver Grey Metallic|Sport Package|Premium Package|Steptronic|NAV|Xenon Adaptive Headlights|Heated Seats|Black Montana Leather|Aluminum Brushed Column Trim|SSR/GT3 19" Rims (original 18" Style 71's in storage)