When did he have his face and ears done? Because i do not think we find out.

They are just ornamental items worn by someone of his station. Like a crown, or other expensive jewlery.

Ted Peterson once wrote in the Lore RP that Helseth's stepsister had bitten off part of his ear when they were kids, so he had the other one trimmed to match. It wasn't to look more like a human, in other words. Though the RP wasn't canon, strictly speaking, that's good enough for me.

And here I thought he was talking about head ornaments.

http://www.uesp.net/wiki/Image:TR-NPCs-King_Hlaalu_Helseth.jpg
This is what i mean.

I'm sure it was to look more human, regardless of his sister's appetite.

The ears...who knows?

The face? There's no huge facial features differences between a Dunmer and a Human anyway.

He does have pupils unlike most Morrowind Dunmer...BUT..the ones in Oblivion all have pupils. So who knows what the canon on that is?