Maybe thats why Honda changed the parker plastic cover to a transparent blue colour on the 2006 models. I guess you could replace the 03-05 cover to an 06, but White LED's are natually a bit blue anyway so a LED should solve the yellow light problem.
Here is my 06 standard euro with the Ultra white LED's I posted above:
(note that the headlights are halogens, not HID - so for euro's with HID, the these white LEDS should almost match the HID colour)
http://img301.imageshack.us/img301/6328/image2tt8.jpg