You are putting others at risk with those darn things, and if I'm not mistaken, they are federally illegal in every state. If you vehicle didn't come with arcing lamps, it can't have them retrofitted legally because the DOT and NHTS is not and will likely never test them!
you do realize that "federally illegal" would make them illegal nationwide right, as in "federally"?
but yes, HIDs w/o proper housings are illegal in most states, not federally tho, because there are no federal traffic laws, every state is responsible for making and enforcing their own traffic laws
and yes there are vehicles that come with HIDs from the factory, installed in the proper fixtures so that they dont blind everyone else on the road