Hey Stephen,
Actually my fog lights are aftermarket ones with yellow glass, but yes, my stock foglights looked yellow compared to the headlights. I didn't even need aftermarket ones for that! The installation was very easy except for trying to attatch the bulbs into the headlamp sockets. This was a difficult feat because I had to position the bulb so that the thick wire leading to the bulb was pointed directly down (so the light comes out properly). The wire was thick and didn't cooperate, but I finally got it into place. Also, the wiring on the Explorer is crappy because if my car is moving and I try to turn my headlights on, my right headlight cuts out, and won't start back up unless I stop the car and let it idle for about 30 seconds. In addition, if I accidentally trigger my high beams then my lights will cut out, and I will lose my right light again (note: the aftermarket xenon headlights do not have a high beam function because there is only one arc being sent through the bulb, but then again, they are so bright that you don't need high beams). That brings me to an interesting point though. The problem with the Explorer headlamp housing (aside from the sealed beam-type housing as opposed to a projector or even a diamond back) is that they are aimed so far down. So, I adjusted them upwards a tiny bit to find the happy medium between high beams and low beams.
Interestingly enough, I have not once had problems with the cops. Either cops don't care, or they know about xenon headlights and have accepted the fact that they are being installed on BMWs, Porsches, Mercedes, etc, and figure that if they are legal for those cars, then they must be legal for mine. I'm not sure if they think this or not, but I know that they never bother me, so it's all good. Although, if you do get your lights installed, definitely expect people to flash their high beams at you. You may piss some people off, but the way I see it is that pissing them off is outweighed by being able to see comfortably at night, and be noticed.
On a last note, I didn't actually install the needle LEDs, I cheated and had someone install them for me. I guess I didn't dare venture into the "explorations" of taking off the dash, etc.