Ive been reading in other forums about this problem with E46 M3s and their diffs making noise. I notice when the car is cold, and I turn sharply its a very loud grinding noise coming from the back of the car. At first i thought it was the tyres scrubbing. But Now when I think about it, Could it be the diff? I notice when I engage the clutch it doesnt make the noise, but clutch out and driving low speeds and turning it makes this noise. Is this dangerous/going to wear the diff? Should I get it checked ASAP? My car is an 02' Model and has 30,000kms on it ( 20,000 miles ).

Nobody ever seems to know.. My m3 at around 70mph "sings" to me while on the gas, but when I let off the gas, it stops.. Obviously one of the bearings, but no one can point me in the right direction.

I had a broke diff mounting that made the car sound horrible. Dealer fixed it and now all it good;
http://forums.bimmerforums.com/forum/showthread.php?t=346370

Get it checked ASAP. It's an expensive car - USE THAT WARRANTY.