It is possible you need a new ballast resistor for your HID's. Easiest way, is to get a continuity tester and trace the voltage. Continuity tester looks like an ice pick with a wire with an alligator clip to clip to any part of the car for ground and then probe the electrical wiring with the ice pick looking probe and trace it out. If you have power, the LED bulb inside the handle of the continuity tester will light up indicating you have power. If you have an open circuit then the light will not light up. That would be the easiest way to find out where the problem is. If it is beyond your capability then take it to someone who can tell you where the problem is. Continuity testers don't cost much and are such a handy piece tool to have.
How long have you had the HID's? Was it a new install? A little info would help diagnose it better.