Are you talking about the ring around the headlight or the lens on the headlight?
If you're talking about the lens on the headlight, I do not believe there is an aftermarket or genuine option lens available. You may want to go some research on that. If you do not find anything, you'll most likely need to replace the whole unit, which isn't very expensive if they're the Halogen units. If you give me the last 7 digits of your vin I can confirm what headlight you'll need, but here are your options so you can see how much they cost:
2004 Mini Cooper S Hatchback - Lights and Lenses - Page 4