sobi6111 - i experienced this with my HID lowbeam. I don't need to buy a pair of capacitors that mtx5 adviced you to do. All i need to do:
1. don't turn on your fog lights right after you turn the engine on but turn them on after you turn engine on at least 15 seconds. Why?
When you turn the engine only, your truck electrical power and supply, running thru and distributed to all systems [radio, dash board, lights etc] and as well as your truck hid ballasts [at this point ballasts receive (input) all electric source before they giving power out the HID bulbs. Giving your truck sometimes to operate all full electrical power supply and your fogs hid bulbs are not an exception.

I used to experience this with my pathfinder window regulator motor (power window down right after turn on engine. As a result, window motor broke)

Dont waste money to buy more stuffs and making your truck heavier without thinking the logical of electric flow.

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BMW X5 2004 - 2005 MB E320
BMW 1999 528i/ 1998 Nissan PathFinder (sold)