MB Russian VIN decoder comes up with this:

Datacard for VIN WDB1241201A035139 is not found
1) VIN was misspelled in the request form;
2) VIN was erroneously read from vehicle body or documents;
3) VIN is not of an original vehicle and was forged by criminals;
4) The vehicle was produced in late 2005 or 2006, and is not included yet in our database

Being a 124, we can eliminate #4. I copy/pasted from your post, so we can eliminate #1. I'd hope you have double-checked on #2. Hopefully, then, it's not the case of #3.

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99 E300 TD -- sold
01 540i 6 spd