Yeah, I know what he's talking about. Something like this, right?
http://cgi.ebay.com/ebaymotors/2007-2009-L...VehicleQ5fParts
Before you do that, let me tell you a story about a similar product that Steeda makes for the Fusion. I bought the chrome Steeda sill plates for the Fusion and although they look really nice, they are not functional at all. By that I mean that if you live in an area that gets a lot of rain, the rain will pool around the sill since the area around the sill is raised, and when you open the door you will get a (sometimes very significant) splash of water rushing out of the door. So, although they look good, and probably would protect the paint, they decrease the space between the door and frame and make proper draining an issue. That's why I'd just go with something very light like a heavy vinyl decal.
All of that said, obviously the Edge/MKX and Fusion are designed differently, and these sills look different than the ones I have, so they might be more functional and less invasive than I've got on my car.