M3 Newbie with questions.

Hey guys, I just want to say hi. I got a 04 Silver 6-speed with 17K miles on it.
Coming over from a 350Z, gotta say that this car is real nice, faster and it rides smoother, it's superior in every way.....except the gearbox

Anyways, before the Search police calls me out, I want to say that I have searched all these topics and didn't find the answer that I was looking for. So, please bear with me.

1) Is there any downside or disadvantages to the CDV mod? I am ordering one on Monday, but I just can't see BMW putting such device on their cars for this long period of time without evaluating the necessities of it.

2) I got the so called "premium sound" with a audio button on the center console. The manual doesn't really say why, but what does it do exactly? I mean, it sounds better ON, but how? And also, why don't BMW just eliminate the button and leave it ON all the time?

3) How does the SOS/BMW Assist thing work? I put it a few times the other day, no one came and rescue me.

4) All of the bimmers that I've be in had a nice solid sound/feel when you shut the door, kinda like heavy metal wrapped in thick leather hitting each other. But mine sounds clunky, like there is lack of lubrication at the door locks. IS IT NORMAL?