I would check the ground wires. I've read there are some issues although I've never encountered any problems. But sounds to me like a ground short issue.

 

dringgoldl, when you are installing the HID bulbs, what wattage bulb are you installing? Next, when you install the bulb, are you putting them in with your bare hands or are you wearing something over your fingers?

I mention the wattage as there are many different wattage bulbs out there, but the car can only handle 35W HID bulbs. A lot of people think that they need 50W HID bulbs. This is not the case.

As for the fingers, HID bulbs are sensitive to stuff on the glass of the bulb. Because the HID bulb runs so hot (in a very local point), having anything blocking the heat and having it reflect back into the bulb can have dramatic effects on the bulb (ie, shorten its life). If you must touch the bulb with your fingers, make sure to use a clean rag and wipe all remnants of oil/fingerprints/etc off of the bulb.