Get weather stripping and place around the cracks of the glass. I did a retrofit on my projectors and doing another one on my E46 now.. The DJ auto projectors have a horrible cut off so I did this to mine:
http://forums.bimmerforums.com/forum...od-for-under-5 here is also a good source for the projector retrofit.
http://www.m3forum.net/m3forum/showthread.php?t=217994 Purchase anything and everything from The Retrofit Source!