Hi,
Same thing happened to me. Check out the thread I started:
http://www.bmw-sg.com/forums/showthread.php?t=7195
Anyway, it happened to me again along the ECP last week. If anyone saw a grey e46 by the side of the ECP Airport-bound late Wed night, it was me! Tank was slightly less than 1/4 full. Had my car towed to Kampong Arang as I couldn't restart. Fortunately still under warranty and they changed the fuel suction pump which apparently failed - I understands it feeds the fuel from one side of the tank to the other when fuel is low (the e46 fuel tank is saddle-shaped with a left and right side). They also changed a fuel regulator and fuel filter.
Seems like quite a common problem. Quite embarassing for BMW to have a 2-yr old e46 breakdown along the ECP
I used to laugh at all those expensive cars breaking down along the highway but never expected to end up being in that very situation myself! Never had any such problems with the Japanese cars I owned previously. To PML's credit, they fixed the car pretty quickly (probably bec they have seen so many cases already) but will see if it recurs.
Hope this helps.