Dude,
it's not very hard and it'd help to have some basic electronics, in summary:
1) look for ACC wire(one key turn on ignition for Accessories), on pre-facelift X5 2000-2003 it's the yelow/brown wire under the steering column bundled with many other wires. If you want a true DRL, AEs turn on with engine on, then I don't know which wire.
2)Splice the wire on step-1 above to power an automotive relay.
3)Tap the positive batt in engine bay with a fuse holder preferably, and run it to one of the relay contact terminal, the other one goes to your Depo AEs. Run both left and right AEs from the same relay (the power draw is only about 1.5Amp so one relay can handle the power easily).


PS: a relay is like a power switch so there are 4 terminals, +/- to power it, the pos goes to the ACC wire as in step 2 and the negative to the chasis of your X5. The other two terminals will be open in normal condition and close (contact) when the power (in your case when the key is turn on to acc position). One of this contact goes to batt and the other goes to AEs.