Retrofit = taking the projector/HID unit of an existing car and fitting it to your old headlight housing.
This includes not only the HID system (eg the bulbs + ballast) but also the projector lens - this way you know that the HID system was meant for that particular projector lens.
It is the most costly, but gives the best results. For R33, it really is the only way as the reflectors on the R33 are way too poor (i.e not focussed enough) for HID lights.