Ok......Xenon is a gas, nothing more and what more it can be used in Halogen bulbs and discharge bulbs. There are a fair few sellers out there exploring this fact and confusing quite a few people!
Halogen bulbs are standard filament bulbs that we all know and love/hate.
Discharge bulbs are similar to flourescent lights (flourescent bulbs do have a discharge in them) and dont require a hot wire to produce the light.
Interestingly (or not!), Halogen bulbs are not realy Halogen anymore, the name comes from the early bulbs of the type that used quartz/iodine as part of the material and Iodine is one of the series of Halogens from the periodic table and the name stuck.
So, you have two types of bulb.
Halogen - Hot filament type
High Intensiy Discharge (HID) - discharge lamp.
To tell what type you have, look at the head light switch, if you have a dial that allows you to adjust headlight aim, you have Halogen lights, if you dont you have HID's.
HIDs have the big advantage of outputing upto 3 times the light with less pwoer input. Also, because they dont get nearly as hot as filament lamps, they last MUCH longer in fact thelife is more dependent on the number of times they are turned on and off!