You need error cancellers:
Use the coupon code "TRS/HIDP" for free shipping.
If you have reflector fog lights (2003-2006) models, you need the one with an H11 connection. It gets plugged inline between the ballast and the plug from the car.
If you have 00-02 models or have retrofitted the projector fogs to the later models, you will need to solder on a different connector as the factory fitting on the 00-02's is a BMW connector.
Can-Bus: Morimoto Standalone - Wire Harnesses - Components