Here's a link to a set of sti headlights, You can start from there. Any questions let me know.
I got my headlights off a friend who was parting out his car. They are not cheap, let me tell you! Do not get the cheapo ones from ebay, you know the ones you can paint. Just search around and you may find some. Your car will look totally different after that.
Just wondering where you got the headlights? This is my 3rd day as owner of an STi spec WRX (2002), and I have already learned why folks are doing that mod. Smart move. The factory headlights do not provide very much light, even with a good set of bulbs. Your help/information will be very much appreciated, and of course, as long as I can still find them, I will post pics of the new lights as soon as they are set up.