I've seen the X5 xenon lenses on eBay too.
http://cgi.ebay.com/ebaymotors/BMW-E...80253006QQrdZ1

There is also a seller on there with the MTEC brand of Xenon retrofit. I've e-mailed with him and he indicates that his kit has everything you need. This is what he said...
"Hi,

Yes, it will fit.

You don't need to purchase anything else. You only need to purchase this kit. You don't need to purchase reflector light or other stuffs.

thank you."

Here is the link to the MTEC lights.
http://cgi.ebay.com/ebaymotors/MTEC-...3869QQtcZphoto

I'm on the fence about doing it - I don't want to put them i n and then blind everyone because there are no projectors.