Hmmm, never heard of this before. Perhaps you have a mobile phone aerial on the roof of the car? Either that or you have a busted seal around the windows/doors I would guess.
BTW, how is the car? I'm very interested in the E39 M5. How many kms has it done and does it still chew through the oil? Also, have you upgraded the clutch? The standard one is only 9" by 11" I think and gives up the ghost pretty quickly with lots of full-blooded gearchanges and quick starts.
Keep us posted!