Legend, do you know what YOU'RE talking about?
Anyway, yeah, those tail lights are busted - no offense (well, if you are offended, I really could care less). I bought these
http://www.360tuners.com/index...=3122 for my 05 sedan and have never once seen another Altima with them. They were cheaper than your's, they're smoked, and their brake lights are comparable to the style in the new Infiniti's (with the red LED circles as lights). You should have done some more thorough searching before you purchased those . . . things.
But, in regards to painting them, I'm sure the process is nearly identical to that of painting your headlights. You can read the thread on headlight painting at the top of the forum. I'd imagine that it would be easier to paint the tail lights because you can easily remove the lighting fixture and not need to remove the bumper.
You may also want to opt into purchasing overlays that will give the smoked out appearance. You can purchase a kit and do it yourself for $45 or less. You can also contact Blue Bat - you can see his threads in 3rd Generation Altima and contact overlays from him.