Yes, you have to open the stock cage up behind the headlight assem. because it only has room for the original single bulb. The projector splits this up into two bulbs (low beam and high) and the cage will not clear.
I guess the original poster needs to specify what he is useing. My 2 piece had to be custom fit.
If he is useing the 2 part headlight assembly he will have to cut out a section. Very easy to do. I went to Home Depot and bought one of those special Drill Bits that cuts sideways for @ $5. It made quick work of the job. Dremel will also work. Your lights should have had instructions and a template for the cut out. Also make sure you get them angled properly and get the Sylvania Silverstar bulbs! I actually lost visability when I installed my Projectors. I have since swapped them out for Cobra clears..