On the mazda3 it was as simple as unplugging the stock wires from the bulbs and plugging that wire into the ballast. Then we took the stock bulb out of the housing and put the HID bulb in and plugged it into the ballast. Once we had the bumper off it probably only took us about 20 minutes max.
I did not get the relay option. I just got the standard plug and play harness that is included.