I have a feeling it could be to do with the battery. I hadnt drove my X in a week and only started showing the warning msg when I got back into it. I would start it and flick the lights on, the power taken for the HID control unit causes a a brief drop in voltage putting on the warning msg. The battery is sufficient to start the X, mine is a 3.0 diesel so requires a good battery 'kick', but I think it stuggles to maintain good voltage when she is started and running all systems and the HID's are sapping much need power. Thats my theory anyway after a good drive last night it was capable of running the lights without the msg but first thing this morning, same problem again.

Will keep you posted if I find a solution, that msg is Grade A annoying!!!