Mine is a 2001 P38 so not sure if it is the same process. On mine I used a Faultmate Extreme and the following options:
Select by ECU
Body Control
BECM
Settings
Then opt for Settings and Info at which point it reads the module. This returns a table of settings.
Make sure the:
Immobiliser is enabled
Alarm is enabled
Alarm Lights set to Hazards.
If not then amend accordingly and them Load Settings
This fixed my problem, courtesy lights now work...
Others may advise if 2003 model is significantly different.
Cheers,
Steve