A factory bmw xenon setup has the ballast mounted underneath the headlight and the igniter [is small silver squarish shape] is attached to the back of the globe, the igniter and ballast are attached by a thin cable.

An after market setup has the ballast and igniter in the one package and a thick cable from it to the back of the bulb.

Swapping the ballast/igniters around is no more dangerous than a globe.