From your description, it's not clear if you have Xenons or Angel Eyes.
If you have Angel Eyes (Glowing Rings around the headlights):
Most Angel Eye Kits have a Light Box that feeds the fiber optic strands for Angel Eyes. It's not a high voltage ballast like Xenons, but the concept is similar.
As far as I know, the E46 never came with factory angel eyes, therefore, you must contact the company that made YOUR Angel Eye add-on kit, it's highly unlikely that they are interchangeable between the various aftermarket kits.
In Pennsylvania we don't put antifreeze in our headlights either, but we do refill our Blinker Fluid as needed. ; )