Ah - the joys of the English language. So many examples of the same word (or sounding word) having completely different meanings.Are you refering to the ballast as the counter weight? The ballast is the required power source for the HID bulb and is included with the kit.
Ballast - the weights in the bottom of a ship to keep it on an ecen keel.
Ballast - as Chuck wrote, the piece of electronics to power the HID unit.
This ballast provides a high voltage across the tiny "bulb" containing the Xenon gas (think of it like a spark plug operation) to start the arc by ionising the gas. Once the arc is struck, the ballast output the reduces to a much lower voltage to maintain the arc. Wikipedia has a good section on headlamps - the history, technologies etc. for those who wish to learn more.
Headlamp - Wikipedia, the free encyclopedia