mine did this, use a relay, cost pence!
i also wired mine direct to my headlight switch using thicj cable, a inline fuse and a relay
so now this is how mt switch works
FIRST CLICK - INNER SIDELIGHTS COME ON
SECOND TWIST OF SWITCH - HIDS COME ON AND INNER SIDELIGHTS STAY ON
CLICK BACK TO POSITION 1 OF SWITCH - HIDS GO OUT AND INNER SIDELIGHTS STAY ON
Before i did this on the first click 1 side hid would come on or flicjer, and to get both hids to come on i had to turn lights off and switch straight to position 2..
hids need more power to fire up, a relay worked for me, and the added benefit of thicker wire direct to the headlight switch was even better (u must use a fuse tho too)
OH ONE OTHER THING POLICE PULLED ME (NOT FOR MY HIDS)
I asked the copper if they were a issue - guess what,
NO he thought they were what came with my car, was gonna make aseperate post but didnt bother on this forum as its full of haters so no point

this happened at 6.30am this morning annd it was the traffic police that stopped me