I can't find any DIY Instructions on changing out the projector lens to the TSX lens.

Is it a easy change out or very easy to mess up the whole headlight?

 

Open the headlights and take apart the projector. Can't really mess it up.

 

Here's a thread on the STiR lens (same as the TSX but for the larger sedan projector). About the only real issue is the phillips screws holding it in, they're tighter than hell so you need to really put a lot of downward force when twisting. If you don't know this going in it's easy to strip it out. Also the metal ring spacer is used if you want a bit sharper cutoff than the oem cardboard washer and a bit more blue around the light edge. I just used double cardboard spacers since the ring spacer didn't sem to hold the lens as well. I think I was just being paranoid, but the double cardboard worked fine for me
Here's the thread, and BTW, about the best $50 you can spend
Anyone do the STi-R lens swap? - G35Driver