Is this normal?

Just picked up my first BMW a few weeks ago, never had an automatic car before and it's takin some getting use to. Need all wheel drive in Connecticut and 535 xi only available in auto. So as I've been driving, I notice when I take my foot off the gas and start to apply the brake , the rpms are kicking up by almost 500 while the trans is down shifting through every lower gear until stop, and often if its a really light slow stop their is a kick forward right before coming to stop. Has anyone else noticed this? Is it normal and something I'll just have to get use to?