Unlike some other projects, this one to me isn't DIY unless you can take off a bumper by yourself (or have a friend to help you with it)...
I got my local mechanic to do it for me, along with installing the DRL LED fog light covers from China...
What you need to do:
1) Gain access to your headlight cabling (which will probably require you to remove the bumper unless you have super small and long hands...
2) CUT the Front Side Marker Wires (both wires, leave enough slack to be reconnected if needed)
3) Patch Side Marker Light to the NON-Ground wires on the High Beam (as illustrated in the theory link below [middle of page])
4) Electric Tape everything that is exposed.... and repeat on the other side.
My Video (First half is about the DRL LED fog light Covers, 2nd Half is about the Side Markers)