Without taking apart your headlights!
I took my headligts out, put my finger through the hole where the orange thing is and popped it off.
Once it's off, you basically shake your headlight and move the orange piece around until you can get to an edge piece (a little tricky, but not bad). I used a pair of dikes (wire cutter things) and put them up into the hole and cut the orange plastic thing up. Be careful not to scratch the silver on the inside of your headlight housing (hard to scratch if you're being careful)
When you are cutting the orange piece, it will break into small pieces that you can just shake out. Once you get both headlights done (took me about 1.5 hours), install a Phillips Silvervision bulb (size = 1156) or you could buy a "titanium" bulb in the rice boy section at Pep boys that does the same thing (looks silver, flashes orange), but is about $20 cheaper.
Reinstall your headlights and enjoy. Looks awesome.
I'd post pics, but the digital camera in the family is my wife's and it is sitting in the garage waiting for her March 25th birthday.