No, it will not void the warranty.

To get the OEM Xenons, you're looking at a quite a bit of money.

You can try the MB dealership... or try www.bekkers.com, or www.************************, and there are others too, I'm sure they'll chime in.

Yes you can do it yourself... it's not too easy, as I've heard, but it doesn't absolutely require a mechanic.

Good luck!

__________________
2006 E350 w/ 155k miles (Daily Driver)

Previous:
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)