Starting Problem

I've done some of the things that I read with no luck, I have a 2004 330I sedan, performance package I think :S, I live in dominican republic the dealer here are the best around, better than any dealer I've gone to, every morning or when the car is cold, I put the key in it and it wont start, what I have to do, to started is put the gearbox in neutral and then it would start, sometimes it starts normally, sometimes I doesn't, pleas any ideas, I don't want to go to the dealer for this, I mean I've gone there to many times, jeje, I think I'm starting to annoy them