Anyway, this is how I did mine:
Equipment:
3M ultrafine wet/dry sand paper
Meguiars DA Microfiber Correction Compound
Meguiars DA Microfiber Cutting Pad
FinishKare 2685-Wax
Megs DA polisher
Lots of soapy water (I used a spray bottle to apply) - made up with zymol on this occasion
3M blue tape
1: 1st I washed the headlights with lots of soapy water and the wiped clean.
2: I then taped the surrounding area with the 3M tape to make sure if I did slip with the sandpaper it would not affect the panel
3: I the used the spray bottle to spray the headlights with soapy water before lightly sanding the headlights. It important here to make sure the suface is kept very wet at all times. Continue to spray the lights and continue sanding until your happy you have sanded the complete light surface.
4: Once happy, wash the headlight again as there will be a large amount of residue- now dry with a microfibre towel (at this point you will think god what have I done-as the light will look worse than ever).
5: Now I used the megs DA with the microfibre pad and the polishing compound but you could use any medium grade polish here, its just what I used when I first got the car. Apply the polish to the pad and go for it- Just keep going over the headlight until you notice the hazy apperance begins to fade will take approx 5-10 mins max.
6: When happy wash the headlight again and wipe with the towel- if it looks good (which it should) then just add a coat of your favorite wax. If not repeat step 5.
Heres my results:
Before-
After-
Appologies if the guide is a bit rough and ready but its my first one.
Hope it helps someone.