check engine light? on and off?

[MoogieBoogie]

I'm not sure if this is the right place for this post, so apologies if it isn't.

I have a e46 that I drive maybe once a week or so. One time, it wasn't driven for two weeks, and when it was started up, the car ran really rough - the car was vibrating (shaking a bit) and sounded really loud. Then the check engine light came on. I called the local BMW dealer and they told me to just drive it and it should go away. So that's what I did, and about a week later, the check engine light disappeared. Also, it drove fine when I let it warm up that day the car was shaking, idling rough, etc.

I brought the car into the dealership for an oil change and to address some minor issue with the door. The car was still under warranty, with about 35.8k miles. I also told them to check to see why the check engine light came on. On the service sheet, it said that one of their techs tried to pull the codes but came up with nothing. They said everything was fine, and sent me off on my way.

Less than two weeks later, the check engine light came on again. The car at this point had a bit over 36k miles (36.1k or so). I called the dealership and they told me the same thing.. drive it for a week or two and see if it goes away. Two weeks later, and still the check engine light is on. I called the dealership and they told me that they wouldn't cover it under warranty because it's past the warranty mileage limits.

So my question is, is there any way that I can pull the codes myself and figure out what's wrong? I don't read up on message forums too often, but is there some common problem among 2001 E46 models with the check engine light coming on, etc?

Thanks for reading.
-Brian.