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Did you get simple HID bulbs, or actual HID projectors? The latter one is more complicated to install, but it's also the only recommended way to upgrade to HID. Putting HID bulbs in your OEM halogen-based headlights is both illegal and might be a safety hazard as it can create glare that blinds oncoming traffic.
I have the cheap kit in both my expo and escape. Had them in my focus and my motorcycle before that. I have had a hell of a time with them in the expo. Ive lost 1 ballast a year, and now a bulb has failed.
The expo seems to get hotter under the hood than the escape does. That would be my guess as to why they keep failing. I'll try to mount my next set behind the grill.
I love the light they put off, even more so on the expo. When you turn the brights on, it will be a mix of the white (or blue,purple,pink) and the yellowish light that the high beam halogen will put off. I feel it is the ultimate combo of lighting.