Well, I'm not aware of any factory set code. The code is set by user input and can be any code you want. When you turn the car over to ignition position 2 (just before you start), try hitting the S/R button. If it still comes up with for hyphens (- - - -), then the most I can suggest is start at 1-1-1-1(as zero's are an invalid input) by using the 1000/100/10/1 buttons and work your way up. If there is a factory code, I don't know if the dealer can help with that but it's worth a shot.
You must have the BMW Alarm II then...OBC alarm. Basically, with the code set, the second horn, which is the OBC horn, will alarm when you open the hood, and the glove boxes, and will alarm when you try to start it without entering the code.
You've probably been looking at this already, but I'll post it again just in case.
http://bmwe32.masscom.net/johan/obc_...c_secrets.html
http://home.iae.nl/users/bts/obc.htm