if you go oem, in addition to the xenon headlights, you need the levelers, the motor for the adaptive lights, the ballasts, and then the headlights.
imho, its way too expensive to do that if you dont care about autoleveling or adaptive headlights. i think this retrofit will run you ~1200, whereas you can get a set of ballasts, harness, and bulbs from an aftermarket company for 300, and for all basic purposes work the same and look the same.
there is a part schematic for the xenons with all the parts, do a search and you should be able to find it.
here you go
http://www.realoem.com/bmw/showparts...01&hg=63&fg=05
http://www.realoem.com/bmw/showparts...=63&fg=05&hl=1
btw, if your going to replace your headlights, you might want to look at the euro clears on ebay, they alone cost about 1k, so 2200 + labor