Hi guys im having a major problem with my hid headlights........

I turn them on and they come on ok, but after a few mins one goes off then a few more minutes the other goes off, i can tun off and back on and both come back on only to go through the same sequence, ive changed the bulbs and the ballasts, any advice, sounds like a loose wire but why come back on !!!!!!.

question ......would the car need to told about the new ballasts !!!!!!