Umm..did you modify the headlights first?
You need to tap the low beam negative wire to the high beam negative wire.
The pins for the negative wire (low beam) are different for halogen and xenon headlights.
Therefore the negative on the low beam xenon headlight points to an empty slot (thus not turning on).
http://www.e90post.com/forums/showthread.php?t=143927
It's a 2 part process. One is to do the mod in the headlight while the other part is to do the coding.