My lights went out , now im driving around with my fogs ?

I already checked all the connections including connections with the battery terminals , checked the fuse on the relay which looks fine . also checked the fuses in the fuse box located in the engine bay. However I do hear a click when I try to turn on the lights near the fuse box ?? i can also "feel" the click when either touching the fuse box or holding the wires near the ballast but i cant pinpoint the problem, any advice guys?? BTW the lights that i have are HID low beam only if I can't fix it im gonna buy the dual beams . Help please !!!

BTW how do I check or see if the HID bulb is burnt out???