What do they look like? I went to the website and I see a bunch of them. To me, it looks like the halos consist of 4 LED's or 4 bulbs of some sort. I see them on Integras and other crappy cars around my hometown and they sure are dull. I didn't see the lamps for the E36, but if they look like anything like the other headlights for BMW pictured I'm sorry to say, they look hideous (just my honest opinion so don't get mad at me).
If I were you, I'd send those lamps back to the bastards and tell them you received something you didn't order as well as mention the crappiness of the product in general.
I'd look into something like this for projector headlights.
These are the DEPO P36's. They're brilliant because you can disassemble the entire lamps and basically do whatever you want with them. DEPO also makes smoked/clear corners as well. In these headlights it is common to see CCFL's and LED AE's installed.
Example of AE's installed...
Umnitza Predator Orion V2 and V1's
Umnitza Predatoe Chromium CCFL
The list goes on and one.
I'm assuming a look like this is what you would probably want...
Let me know what you think...