Low beam factory HID xenon light went out.

Low beam factory HID xenon light went out, bought new very expensive bulb pulled front end off. Changed bulb, did not touch bulb. Turned lights on flickered once or twice and blew the bulb (twice) could this be the ballast (is there any way to check ballast?) Or the other piece(can't remember what it's called. Any help would be greatly apreciated.

Thank you