"But when I lock the driver's door from the outside with my key, it locks ALL the doors."
Perhaps it's just a matter of semantics, but I would consider this to be power door locks. As far as a button inside, the BMW way is to use the pull-up thing on top of the doors. The driver's door lock will lock and unlock all of the doors from the inside as well.
For a button outside the car, that can be added. I used to have an '89 325iSthat worked just as you describe and I added a remote entry pushbutton system to it. I wasn't fancy, one button to lock all of the doors and the trunk, and another button to unlock them all. One of the local aftermarket stereo shops put it in for only $50 including the installation. They tied in to the wiring in the driver's footwell area.