Oil Usage

Hey guys-

I have a 2002 225Q.

I've had my car about 5 months now, and am wondering about typical oil consumption Do these cars typically use oil? Just about the time I needed to do my first oil change (second actually, I changed it the day I brought it home), the low oil light came on. I thought, no big deal and changed the oil that day, and decided I'd keep an eye out for leaks. I've seen no evidence of a leak anywhere. Now, about 2500 miles later, I got the same light on the way into work. I checked the oil when I got to work, and sure enough its low.

I've not owned a turbo car before, and I've read that there are issue with what I think is called "blow-by." On Harleys I've owned, they route a tube back into the intake that routes the oil that blows by whatever it blows by so that it is burned off. Often folks re-route the tube to either drip out onto the ground (how Harleys mark their territory) or into a catch can of some sort. I've seen other folks tal;ing about catch cans on this forum and am wondering if that's the same thing. If so, or even if not, how much oil consumption is typical between 3000 mile oil changes?