Well first off which Set do you have. Alot of times with the (cheaper price) Hid set. You will have to buy the bulbs from the company you originally bought the kit from. Take a Picture we could help you out better with that. Like My VVME kit you have to order the whole thing from them.
im not sure where my kit is from, its buried somewhere, but the bulbs where removable, ill have to dig it out and see who makes it because i could see the connections being diff from company to company