I'm not finding any good write-ups with  pictures for this particular application.  I bought the 
Umnitza Predator Orion V2 Angel eyes off eBay from lightwurkz.  I called Umnitza and they recommended to me  for my 2000 X5 4.4i (with Xenon) that I glue them against the lenses since there are no clips for this model year.  These are my headlights:
 
So - do you glue them against the actual HID lenses themselves or the plastic lens pieces that pop out?
 
If so - which side?  I am about to do this upgrade along  with the LED turn signals and want to make sure i do it right. I got a  tube of 
DAP marine silicon glue from the hardware store - also what Umnitza recommended.
Any tips or suggestions??  All they sent me was this information regarding 
general installation.  Anyone have one that's specific to our vehicles and preferably Umnitza rings?  I looked on the how-to/faq section but all they talk about is removing the headlight assembly itself, and baking the headlight to remove the outer clear plastic lens.
- Angel Eyes
- Angel Eyes Retrofit
The post regarding the wiring does look helpful though however:
Angel Eyes Wiring Example - 2000-2003 X5