http://www.bmwe34.net/E34main/Upgrade/More_light.htm
that's an explanation of the 9005->9006 conversion... it just involves chopping the 9005 lights up to fit in the 9006 housing... I used a knife and razor blade... Took me about 20 minutes and I was done
Why using a 9005 bulb: 9005 bulbs are 65W and are not capped at the end, 9006 bulbs are 55W and have a cap at the end
The cap doesn't matter for stock headlight housings though b/c of the shield that goes over for the actual bulb...