Okay, 2 things:
Make sure your headlights have grey sealant (it's a light/medium gray color) between the clear lens and the black housing. If so, you can remove the lens. If it's black, you won't be able to without cutting the light apart.
2. If you notice a difference in how the vehicle is running, Check the weatherstrips on the hood to make sure you are getting a good seal. I really have no idea on rain and a CEL. I was thinking maybe an ABS sensor or something, but isn't there a separate warning light for that?