I 've looked into this. In order to do the proper conversion it is a major hassle. It is not impossible but major job. There are two types HID light systems, one with auto-leveling and without. The parts will cost you over well $2500 (headlamp, bulbs, igniter, ballast, auto leveling motor, etc.) before you install them or have someone else install them for you . The install doesn't end there. You also have to rewire the lighting panel ( found in the passenger kick panel area) and have the car reprogrammed too. To me it is just too much hassle and very expensive. I have raised the headlights a bit and it helps.
Have you looked into BMW high performance light bulbs for non-HID cars ? it costs like $60.
http://www.shopbmwusa.com/PRODUCT/39...CE-LIGHT-BULBS