As I mentioned, it takes a lot of preparing & searching around. I've actually started from getting 2nd hand HID lenses (from an infinity FX35 off road vehicle)-You can Ebay them pretty cheap..
In general, the steps are:
1. Take the front bumper off, then unscrew the headlights out.
2. Put the headlights into the oven for 6 minutes @ 60 Celcius. This is needed for the headlamp seal to melt. Don't worry, headlamp withstands more than this temperature..
3. Disassemble each headlamp carefully.
4. With a Dremmel or similar tool, cut all unnecessary plastic out, so as the lens will fit perfectly. This step needs to be taken with care. Don't rush it - take your time...
5. Glue and screw the lens down inside the headlamp
6. Put new sealant and -again- bake the headlamp..
7. Put headlamps back in car, and carefully align them..
8. Bumper on and Off U go!!
It's not very difficult to do - you need to be patient...