Don't do that. Seriously. Waste of money. Instead, sell your STi headlights to some WRX owner for cash plus his headlights. Then retrofit those units. Since you will be junking everything that makes an STi headlight an STi headlight in your retrofit, you might as well start with WRX headlights and make some cash on the deal.
But stay away from non-OEM headlight housings as they ALL look and fit like **** and they turn yellow really quickly. Trust me, on this, I've seen way too many eBay kits and the all sucked.
I actually don't have STi headlights. When I bought the car the PO had already parted them out or something. They are just WRX headlights.