Why does the AC fan run when the car is off?!!!

I bought an E39. It's a 530i. There's always been a problem with the radio, it's loud and audible whenever I start the car then immediately afterward, I can barely hear it. If anyone has had experience with this then I appreciate your input.
Now, recently, the A/C fan has been acting strange, like it has a mind of it's own. First off, while the AC is on i'll hear a second fan thats spinning at a higher rpm than the one that's cooling the cabin. Okay, I can deal with that. It's just when this fan comes on after I've turned the car off. AND!!! This continues through the night while the car sits. What I mean is, the cabin fan will run at a low rpm on and off, while the car is off. This is draining my battery. Any suggestions on how i can stop this from happening?