the posts on the OE headrests are solid, you need a hollow one to run the wires inside or run them outside the post...

keep the OE HR intact, and order the aftermarket headrest system, with DVD and the whole 9 yards - check eonon ebay store - they fit ok, you will need to used some zip ties or the like, to make sure they don't rattle inside the seats... and, it will be cheaper too... and once you are done with the car, you can put the originals back on, and sell the car, and still use the DVD headrests in new car (assuming it will have black interior)