Well its not a case of just putting a bulb in, although it only takes about half an hour to install. Something like this is what you would want :
H7 FULL XENON HID CONVERSION KIT 43K 6K 8K 10K SLIM. You would need H7 bulbs and then choose which colour you would want (4300k or 6000k - BMW xenon colour - are probably best imo - they always look bluer in real life than the pictures with these kits though) Be carefull not to touch the bulbs at all, if you do youve gotta clean them with methylated spirits or something like or they will just burn out within a day or two. Its a abit fiddly getting these bulbs in cos they are slightly bigger, but they fit fine

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If you don't want xenons then think about these :
ing H7 SPORTZ BLUE Xenon Headlight Lamp Bulbs 2 Pack
Which ever you do you would want to align them asap. You should really go to an MOT place and they will probably charge about a tenner if that to do it. If you wanna do it on the cheap then get someone with another saxo to park ~3 foot in front of a garage door or wall, then mark out where the beams and flick off are - then park yours in the same place and adjust them until they are the same height and level with each other