it is 3M rockguard film in yellow. If you go by some body shops they have rolls of that stuff and will cut some off for you for relatively cheap. They also sells these on some web sites pre-cut but it cost a shitload. I think is was like 60bux to do both the headlights and fogs.
edit: it makes me sad to see that car and engine bay now, knowing that is has been returned to stock...long live the pirahna mobile.