You can buy the OE retrofit kit from your local dealer. However, the cost will run you through the roof. When I say through the roof, I'm talking double and with labor, triple the price it would have been to get them with the car. In this case, buying the OE retrofit from your dealer will not void the warranty, but you will pay the price.
In my opinion, as a BMW Employee, I suggest you forget about factory warranty on your headlights. It is much cheaper to go the alternative route (JLevi or Umnitza) to get your Xenons, not to mention you can install them yourself and do not require programming. Unless you keep water out of your engine bay, don't flicker your Xenons on and off multiple times, you will not need to worry about the warranty of your car.