I have just completed my install of my projectors and HID kit on my 03 Lancer OZ. This will work on all 02-03 Lancer ES/LS/OZ Rally Editions. I got the headlights and HID as a kit together off of a member on Ebay who prewires them for plug and play. Even though they where plug and play, there were some modifications I had to make to get them work correctly.
First, unhook the positive terminal on your battery (be safe, not sorry).
Next, you'll need unbolt the 3 bolts that hold in your headlight. You'll have to angle the headlight just right to get it out. After you get the headlight out far enough, you can unplug the harness's from the headlight.
Next, I found that the plug for the running lights that came on the new headlights didn't want to plug up very well so I reused the connector off my old headlights. You'll have to cut and rewire them into your harness thats attached to the headlights. its the one that a screw holds down the connector. You may not have to do this if the connector on the new headlights connects and your running lights work.
Next, I found the light socket for the turn signal didn't fit well either and it didn't work. Just remove the socket from the hold headlights, replace old bulb with the new bulbs that came in the headlight and plug them into the new headlight.
Now, just plug up all 3 of the harness's to the stock harness. Here is a pic of the headlight hookup up close
Next, find a place to mount the ballasts. I didn't have alot of time, so I just zip tied the passenger side to the cruise control mount and the other to the side of the fuse box.
Make sure all the connectors are connected. Before you bolt your headlight in, make sure all the bulbs work. Hook your battery back up. When you turn them on, make sure you leave the HID low beams on for 10 min for burn in time. You may want to start your car before hand. I drained my battery doing this. If your high beams don't turn on, I found that mine came wired incorrectly. They mixed up the positive and negative sides. If that is the case and yours don't turn on, all you have to do is take the black rubber piece off the back of the headlight on the low beam/projector side. Behind that, you should see a connector that has two wires hooded into it. Just reverse them. Now, they should work. If you get the headlights without the HID, this is the best place to tap in for the power to the ballast because you will not have to cut any wires. Here is the finished pics