If you are thinking about doing the retrofit project on oem headlights, they might not be able to be baked to open, because they are permanent sealed, and you might have to cut them. And from what I learn, besides using Morimoto Mini projecter, you might need to cut the original housing in order to install the projecter. Not sure about the projecter you bought from ebay.
Also, you can get lots of tips and helps from theretrofitsource.com
Here are two threads of retrofit project on 2010+ mustang.
2010 Ford Mustang FX-R Retrofit
MY First RetroFit 2011 Ford Mustang