they're probably called projector housings, but from what I understand, a true projector headlight is something like the DEPO or something similar. I may be wrong, but that's what I thought a true projector headlight was. One with a projector in it.
Yes, you could very easily do that to your stock headlights.
Watch these videos (in this order):
http://www.youtube.com/watch?v=HI4ErrG3DO4&feature=related
http://www.youtube.com/watch?v=2UMlUfBbc1M&feature=related
http://www.youtube.com/watch?v=In0OaqEbk2w&feature=related
http://www.youtube.com/watch?v=KFWdVStR1Vs&feature=related
what type of projectors are those?