FWIW, most HID ballasts are bolted to the bottom of the headlight assembly. So it is a bit trickier than the bulb as there is a good chance the front bumper has to come off. It's not terribly difficult, I've done this on most of my cars as I like to customize them and sometimes modify the headlights. Front bumpers aren't held on by much on most cars. If you've never done it, it's probably a couple of hours start to finish to remove bumper and headlight, then reassemble.
Just in case it's not the bulb and you do end up having to replace a ballast.