HID wiring problem - please help. Bulb goes out when engine starts.

I have HID's fitted (H7's) but have a problem:

Initially I thought it was a blow bulb but I've replaced it and it still doesn't work.
I also changed ballast and this doesn't help.

Then I spotted an extra box that the ballast connects to which I didn't have on my previous HID kits, so I bypassed this and reconnected the bulb without going through this box, which worked, the bulb came on.
Although it only works with the engine off! As soon as I start the engine the bulb goes out. Turn engine off and the bulb comes on again (after turning lights off and on again).

Here is a picture showing the extra box that the ballast connects to:
View attachment 1362

So, any ideas anyone? Is there something in this box that has 'blown' that's preventing the bulb from coming on now?
Why doesn't the bulb stay on when I start the engine?