If you want to do a proper retrofit, it's a bit complex, but not impossible by a long shot.
You pick up a projector kit, first of all. I bought mine from
http://theretrofitsource.com however there are many places you can go. I went here on a recommendation from another member here, and was not at all unhappy with the service they gave. Personally, I went with a pair of Infinity FX projectors, bulbs, ballasts, and a wiring kit. I also picked up a set of shrouds, which are purely cosmetic. There are both low beam and hi / lo beam options, personally, I don't like the idea of driving without high beams - I drive in the countryside a lot, at night, and I've already been attacked by a moose on the freeway once. Not an experience I'm eager to repeat, as I'm lucky to be alive after the first time.
Then, you get a set of 7x6 "diamond cut" - meaning, clear glass fronts, housings from, well, anywhere. I bought mine off ebay. They are available at many automotive places in the USA from what I hear, but in Canada they are tough to get - probably because they suck bigtime when used as designed.
Pull the housings apart - they are usually a plastic reflector glued onto a clear glass lens. Be careful, it's easy to chip the glass. Now there is some fab work. Chop up the reflector so the projectors fit inside, and fab a mount so the front of the glass projector is as close to the glass lens on the housing as you can get it. Personally, I used fiberglass for this step. If you pick up shrouds, they'll likely need to be modified to fit both the projector (which is easy) and inside the housing, which is a little more complex.
Next, you'll need to modify the 'buckets' in the car that hold the stock lights. The rear end of your new lights is going to be significantly larger than your old tungsten filament bulbs, so you'll need to dig out the dremel and modify this as well. This is actually a lot easier than it sounds.
From here, it's all easy... drop in the new housings with the projectors mounted inside, mount the ballasts, mount and connect the wiring, test, and go.