Hi!
It is not an easy mod since the Xenon headlights require a higher voltage to operate (mostly to get them going when you turn them on). My guess is that you are probably looking at something around $1K for this mod. I have seen some kits advertised in BMW magazines, so you may want to check those out. I have them in my 330 Ci and I can tell you that they do make a big difference in night driving