My E36 had this problem. Actually, if you turned it on and shut it off quickly it would not start. You had to crank it and keep feathering the throttle to get it to start. It would run like crap for a few minutes. This only happened a couple times before I stopped doing that.
My friend who is a BMW indie said it was a "cold start lock". I don't know if such terminology exists.
However, after my experience with the E36, I don't start any car, run it for a few moments and then shut it off.
Last edited by OMNI-Potent; 03-09-2011 at 02:19 PM.