You might melt your headlights. The additional voltage might not be good for the LKM (light kontrol module). LKM's seem to be a little fragile on these cars anyway and the relays are on the LKM board.
Some have gone to HIDs which are probably a better bet but more expensive. I think you can get a decent HID setup for around $200 that is basically plug and play.
Check with Sterns lighting on the web. They are the light gurus.
Mike Holbrook
Meridian, Idaho
1992 535im, 17", Euro M5 Throwing Stars 8's & 9's, FK-451 235/45s & 255/40s, M5 Sway Bars 25/20, Conforti chip, Lowes Ram Air, glass sunroof