If the unlock button is pressed twice on a working keyfob, the windows will open.
It sounds like yours is gunked up somehow.
You can replace the battery, you know, and while in there, might have a look around at stuff and maybe figure out that a simple cleaning might restore proper function to it. You're not pressing and holding it for a long time, are you?
Sounds like one press and it just cycles all the windows open? If not the keyfob, maybe it is some special coding you can get, but that sounds very unlikely as an option.
Try opening it up and seeing if you can see anything.
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Mangofy your E46!