I went out and installed my LED's under my headlights. Works perfectly and it literally took me under 5 minutes (just because i am used to taking the Headlights out. The only things you need is HID Fogs, it might work with HID low beams, but i didn't try it.
All you have to do is splice the LED strip wire, wrap it around the HID bulb connector, and hook it up straight to the factory connection, just like a normal HID install, only difference is that the LED strips wires are wrapped around the HID connection
And where did you put the led's? A lot of guys in my old Mazda forum would crack open the headlights and install then inside the lens while some would just lay the strip over the top of the headlight.
The way i did it is by using 3M double sided tape and stuck it to my bumper, i used the led strip before so its original tape was week. and the reason i used the bumper was because my headlight was being replaced and i did it before it. it looks the exact same as the the other mod, the on;y difference is instead of splicing wires and tapping into wires, i just used my fog light HIDs.