Fior those of us who have had failures with HIDs, or are thinking about putting some in, this thread is something to keep in mind
http://www.st-owners.com/forums/showthread.php?114161-VVME-HID-Kit-Quality-and-Modification-To-Improve-ThemNot all kits will have the required power relay and good connections to ensure long term reliability.
Diesel, any chance you could look at your failed set to see if the same problems might have happened? It makes sense if both lights go at the same time but hard to track down. Any relay or connestion that fails can sometimes be hard to track down.
