I bought these on ebay...
eBay Motors: 99-04 FORD MUSTANG CHROME HALO PROJECTOR HEADLIGHTS NEW (item 310021184245 end time Feb-10-08 12:39:34 PST)
...and now that I've had a chance to look around the message boards and also hook those wires to a battery, these lights are really not that complicated to install.
The loose wires on mine are for the halo rings and they need to be spliced into the side marker wire. That's it. And then the lights need to be aimed.
My lights are bright as heck. I left the factory light on the right and plugged in the halo light on the left and it's as though the right side doesn't exist at all. Really bright and clear. I'm happy with the purchase and tomorrow I'll finished the wiring.
I'll post some pics when I can.