Thanks for getting back to me...
Very interesting. I have checked all of my HID connections. If I put the factory headlight bulbs back in, No problems. Unplug, and plug in HID harness, and the 'burnt out bulb' indicator comes on. (This whole problem only exists when I have the headlight switched on, ie: at night. When lights are off, obviously no problems). I have tried 2 replacement harness/ballasts with the same results, so I know it's not the HID kits themselves. Maybe my car's circuit is just more sensitive to the resistance change... btw, I used the XenonDepot HID kit. I know of one other person who has the same problem as me with their Xfire.