You have apparently failed to disconnect your DRL module before installing the HIDs. When the lights are turned off, the HIDs are trying to operate through the DRL resistor but there isn't enough juice to fully turn them on. You need to address this immediately before the HID bulbs and/or ballasts are damaged or the DRL resistor burns up.
The DRL control module inside the car next to the glove box is what you have to unplug. There are many threads in this forum that tell you how, some with pictures.
Do it now.