iguess

first off let me apologize, cause i know some ppl had hid threads. decided to get a pair of bix for my clk350. swapped the original headlights. 1) sometimes the headlight warning comes on and sometimes it doesnt. problems now include, headlight warning, sometimes the wont turn on, blinking. Stupid dealer wont change setting (will try to ask others but just in case, they all say now) anyway i know some people install capacitors for their audio systems and i was wondering if i could install them for my lights. i know some of the hid kits have capacitors built in, but from my online reasearch i see capacitors the size of D batteries. From what i understand this MAY stop the problem? IF so, is this a DIY project? or are capacitors hard to install? any risks? thanks in advance guys