wire from battery to relay (though fuse), plug from lights (one side only needed) plugs into relay, relay plugs into both HID ballasts (they then go to earth as well as lights).
see this as example:
[ http://www.ebay.co.uk/itm/Xenon-HID-Kit-Wire-Relay-Harness-H7-H1-H3-40-AMP-Loom-BALLAST-PROBLEM-FLASHING-/260952098087?pt=UK_CarsParts_Vehicles_CarParts_SM&hash=item3cc1f50527#ht_3639wt_1338 ]
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