Tailights:
Well, yeah, you can take out that yellow box that surrounds the signal bulb. Two possible ways: Break it up somehow and let the peices fall out the bulb socket hole, (I don't know if I'd recommend that...I've heard of people scraching up the reflector inside) or take them apart and remove it similiar to self-clearing the headlights.

You signals would be brighter without it I would assume.

9005 Conversion:
For me, the easiest is just to carve off the guide tabs inside the bulb connector (on the bulb) and then it will slide right onto the receiving plug of the low beam bulbs. I just use a box-cutter. I've heard you can drill it out with a dremel, etc. If it wasn't a pain to take them to school, I'd drill it out with my dental high-speed handpiece.

Hope that helps.