Those are just the rings. You need to take apart and modify your headlight housing to install those rings. Also, you wouldn't be upgrading your headlights by putting in blue lights. With normal vision, the most visible light is available to you in the 5000-6500k color temperature range, which is pretty much just a little above neutral to slightly blue white light. As your vision becomes more adapted to dark, the receptors in your eyes are less sensitive to light on the blue end of the spectrum, and therefore you want a lower color temperature of light for the best vision. Generally, it is agreed upon that 4200k is the best color temperature for those conditions, which is almost a neutral white. This is why OEM HID headlights use 4200 or 4500 k lights. They provide you with the most useable light and cause the least eye strain.
But, once again, let me stress that putting HID bulbs in your stock housings are a bad idea. The reflector optics are not designed for an HID bulb. The light source is in the wrong position, and the intensity is much higher than what they are designed for. This means that there is usually quite a bit of glare and scatter, which blinds other drivers, and creates artifacts of light in your field of vision that reduce your ability to see as far. The intensity of the foreground lighting will also hinder your ability to see, since your eyes have to adjust for bright lights. Worst of all, you do an extreme discourtesy to other drivers, who get to be blinded by the glare and scatter from your headlights.
I really wish I could help you more, and I am glad to hear you want to learn more about your vehicle. Please take time to view the third gen forums. They may give you ideas for other modifications or things you can do to personalize your car that may be more economical and more satisfying to you than overpriced modifications to your headlights. Good luck.
If you do still find yourself wanting to do the halo modification to your headlights, this thread offers a much lower cost way of doing it, and a walkthrough that you can follow so you can do it yourself, or at least make an informed decision whether or not it is a project you want to try yourself.
http://www.explorerforum.com/forums/showthread.php?t=374812
I know looking at that kind of thing, it looks kind of bad if you can see each led, but I assure you that unless you are close, you won't be able to. They will appear more like a continuous ring of light.