Its not normal, but I've seen the question pop up quite a few times on the E46 boards (for 330i and 330Ci owners that have oil consumption).

BMW's first solution is probably going to be to replace the oil separator (similar to a PCV system). Apparently this is one cause, and there are a few others which I don't remember off the top of my head.

But yes, while not normal, its not uncommon.