I think i finally figured it out! I bought my 2002 X5 (3.0i) about a year ago, and I'd always wondered why I would program the seat to the position I want, lock the door, come back to drive, and find that the seat has moved.
As you may well know, it turns out that a certain seat position is stored with a particular physical key, and this seat position is apparently different and independent from the seat position you program on the actual seat (with the numbers 1 2 & 3). So opening the door remotely with the key (by pressing the clicker twice) will cause the seat to move to the position associated with the key, regardless of the programmed position you set it to by pushing the buttons on the actual seat.

I took the car to the dealership, but they "claimed" the seat's key position could only be re-programmed if they hooked their computer up to it...for about $80.00. "Go to hell", I thought to myself. So anyway, after months of playing around with my keys and seats, I think I figured it out. Do the following...

-Turn the car on (or set the ignition to position 2, just before engine start)
-Set the seat to the position you'd like it to be in
-Hit the RED memory button, then the number (1 2 or 3) that you want
-Remove the key from the ignition, get out, and lock the door remotely
-Put the key in the key-hole in the door, and turn it anti-clockwise...all the way. Hold it there. (After 3 seconds or so, the windows will roll down, but do the following BEFORE the windows roll down).
-Now, push the button on the key for opening the door twice, then, hit the door lock button on the key. Do all this while holding the key in the anti-clockwise extreme position.

**Voila. Check, and you'll probably find that the seats will remain at the position you set, even after opening the door remotely. Now, this worked for me, and I'm not sure it's a published procedure. I've been searching all over the internet for a solution, but I never found anything that worked. This most definitely worked for me. Let me know if it works for you.