Heated Steering wheel question

I have a 98 528i and it has a button on the bottom right of the steering wheel that according to the manual is to activate the heated steering wheel, but I'm not feeling it get warm.
Anybody have any suggestions?

Thanks

while it's an option, your car may not be equipped with it, all [most all] E39's have the same wheel controls.

The previous post is correct. If your car does not have the cold weather package, The steering wheel heater is not present. Also I beleive that your car also does not have a sport package, because the heated wheel is not available with the sport wheel.