How do you take out the wires and the ballast off an 04 STI headlight? I'm trying to do a retrofit and I want to stick it on my 05WRX headlights. It seems the run the wires inside the headlights, do I have to take it apart :(

You can't just "stick" the STi HID parts into your halogen lights. The housings are different, the bulb mounting is not the same, and the reflector designs are not identical even though they appear to be at first glance.

I know that, I'm trying to retrofit a TL projector in my 05WRX but I want to use the STI ballast and wires.

Ooook then, sorry about that. Just had to make the assumption due to the limited amount of info in your post and the fact that people have tried to do that before.
G/L with the retrofit. I don't know the specific answer about removing those components but you may very well have to disassemble the lights. Also there may be an external ignitor although I'm not sure about that either.