1) open up headlights completely.
2) remove xenon housing from the plastic shroud.
3) paint the back of the xenon shroud in the colour you require (can be a bit fiddly)
At this point if you reassemble the headlights, you'll see the red in the xenon lens and will become quite apparent in direct sunlight.
Further to the above:
4) applying a small LED coloured so that it points at the rear of the shroud, will make the mod visible at night if the xenons aren't turned on, however, be very aware that projecting any light from the front headlights that isn't white, yellow or amber is illegal and you will get pulled over.
I'll try find the DIY guide I found on this before.
If its one thing that winds me up its light mod's/foglights.
i swear im SOOOOOOOOOOOOO tempted to carry a hammer and fix fault fog lights/coloured side lights bulbs once and for all. Why the police dont sort this out is beyond me, its and easy £60 in these times of cut backs i thought they'd be out for every penny...