your X5 is pre-facelift, so the fogs should be Valeo units, in a long plastic body, with an H3 (i think it is H3 bulb, with a base and a single wire) bulb going inside that housing, the single wire connected and a small lid screwed back onto the black elongated body. then the connector from the car is connected to the black fog light housing, not to the light bulb itself, which is already sealed inside...

is that the setup you got?