Did my Bi-Xenon headlamps yesterday, there is a marked difference in light output it has to be said, very worthwhile.
The plug on the ballast with the red/black/green wires cleverly unplugs itself as you rotate the ballast to remove it.
All I would add is that if you are doing this in the colder weather & you're bringing the headlamps into a heated space such as your home, it would be a good idea, if you have time, to let them reach the same temperature as that space overnight. Otherwise when you open the lamps up you will get condensation forming on the inside surfaces & you'll then suffer misting inside your lamps when they're back on the car.