Check out the new MINSPORT brochure. They sell the new headlights but they are dear. Around 450 GBP a unit times two for a pair! Alternatively, just give them a call. I prefer the look of the MY03 lights anyway, so I won't be spending money on this 'upgrade' anytime soon.
I also read a retrofit bulletin (maybe on MotoringFile) that says older MINIs need to replace an electronic module as well - even more cost!
edit: see here where the PDF says "For cars built before 09/03, the electronic body module (ZKE) must be replaced (TIS 61 35 510)"