On some headlights you can just unscrew the entire backwall of headlight and customfit another backwall (Can't find right names at the time).
I know that my friend fitted H4 HID kit from BMW to his Honda Civic. Dremel was his friend. As soon as temp will go into 50's I'll be doing same project on my wife's Matrix.
If i understand you correctly, 9006/9005 is two bulb system and you either have a new headlight assy that require only 9004/H4 bulb and you would like to convert electrical system as well, or you would like to replace each of 9006 and 9005 with 9004/H4 bulbs for more light output and to have a cool dual lights style!
This is very simple to do.
1. Electrical.
Please make sure your battery cables are OFF!
With manual you can find which of two wires that comes to each of 9005 or 9006 is "+" and "-", then you can connect two "-" wires from both 9006 and 9005 together. However I would recomend to use some diods and resistors in order incase some short or over power your entire electrical system won't be crewed up. You can find a lot of help from local electronic's shops (I find that Radioshack personal cannot be helpfull at all. Out 100 people working for them, only 1 might be able to help you with diods and resistors). Then find any manual of the vehicle that uses 9004/H4 bulbs in order to figure out which of wires is going for Low/High beam and then using another set of diods and resistors name a connectios. I would recomend soldering and using "Heat Shrink" tubes in glued interior" over electrical tape. Over the years I find that glued heat shrink tubes are more reliable, than electrical tape. In case if you can find heat shrink, I would recomend using 3m tape or better. Don't buy just a $1 tape, you'll spend more later on fixing problems caused my cheap tape.
2. Custom Fitting. Dremell is your friend.
Find permanet of graphitti pen/marker
Take the head light off.
Find bad 9006,9005, 9004/H4 bulbs, do you can do you measurments, custom fitting (this way you'll make sure that you won't touch your good bulb and fat off your fingers won't burn it or worth - blow it up inside of headlight) and then you might be able to reuse some of "O"rings off 9006/9005 bulbs for better sealing.
Start with trying your new bulb and outlining the areas where you have to cut in order to fit the bulb. You might wanna draw what you will cut first, because it is better to measure 7 times before cutting, then just cut right a way.
After cutting is complete, fit the bulb and see if more "O"rings are needed. Better sealing is never hurts, pluss I'm sure you wanna make sure that no fog would get into your headlight: longer bulb life and more original look. Pluss do you really want someone to point out those foggy headlighs on such a beautiful car
Fix the bulb in place and then connect the plugs
Reconnect battery cables and turn on your new lights.
For parts I would recomend:
Diods and resistors: Supertronics, Johnstone Supply, or other electical shops (online too)
9004/H4 plugs: Local Schucks, Cragen, AutoZone, Napa (I find that they most of the times are out

of these plugs) B&P, Olympic Brakes, WallMart (Yes these guys too

)
Please note that this info is provided by me as just imagination. I did a lot of custom electrical work on my car myself. All of electrical term I learned in High School and most of work was done either by experementing or consulting with my father-in-law who is 30+ years experience electronic's developer.