I don't even understand the question. HID/xenon is one thing and Projectors are something else.
OP since you are new I'll throw some stuff out there to see if it helps clarify what you are looking for. Are you after a specific look, or better lighting output or addressing a certain problem?
You have a 2002 so unless someone else did some weird replacements with the lights you have projector lens' already. If you look at the driver's side headlights the outer/right lens (one that comes on when your low beams are on) is the the projector lens, the inner/left lens is a reflector (one that comes on when your high beams are on). The projector is just the type of lens you have and HID/Xenon is the type of bulb. All 2001+ e39 had projectors, but not all of them had HID/Xenons.
To tell if you have HID/xenons open the hood and look at the back of the headlight assembly if there is a square (usually silver) box (called a ballast) attached to back of the lights you have OEM HID/xenons. If you don't have that box you have standard halogen bulbs.
If you have halogens and want to upgrade HID/xenons the easiest was is buy a kit that has xenon bulbs and ballasts that will replace your halogen bulbs. Depending on where you buy from the kit will include e39 bub adapters/holders or you can get some off ebay. The e39 specific bulb adapters/holders allow the xenon/HID bulb to lock into place in your existing bulbs sockets. You can do a more involved and more expense projector swap. If you go that route FX-Rs and EVOX-Rs are the two popular projector swaps. But unless you are really picky or want Bixenons (xenon high and low beams) a HID/Xenon bulb conversion kit should give you good lighting output.
If you re unfamiliar/just learning this will be very helpful to teach you the basics and the picture will be more helpful than just reading descriptions alone.
http://www.hidretrofits.com/
Isn't that going backwards?