And, after you get it open, apply gummi pflege on the rubber seals...on door and in door opening. Use silicone spray in rubber tracks for window.
I wouldn't use a warmed liquid and I also would suggest you don't open your windows for the reasons mentioned above.
Gummi Pflege on everything rubber. If you don't have that around...silicone spray would work (not wd40...though, that might actually help to release the frozen door.
If not mentioned, when you do get into the car, keep heat on high in the hopes that it warms things up enough to unfreeze the door so you don't and shouldn't use brute force to open it...you could rip a seal apart or off.
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Mangofy your E46!