From what I've been told in the past, those use separate bulbs than everything else. Whether or not they're replaceable seems to be up in the air.
Looking at the parts diagram,
http://www.realoem.com/bmw/showparts...00&hg=63&fg=05 it doesn't look like its replaceable in the field. That would be stupid of BMW though to require a whole new headlight just for a burned out bulb, so I'm thinking a dealer might be able to do it. Is the car under warranty? If not I'd probably just forget about it and buy some black or body color vinyl to cover both eyebrows.