Just read some good info today about cheap HID bulbs. I've read that a lot of people have had issues with smaller lights such as the foglights getting yellow soon after they install HIDs. From what I've read Xenon/HID bulbs emit UV radiation compared to the halogens which emit Infared radiation. This is why most halogen headlights will be much hotter than HID or Xenon lights due to the infared actually heating the air inside the lens much more.
Now as for the yellowing of the fog lenses. This is caused from that HID UV radiation. The lenses are made of Polycarbonate which naturally absorbs UV radiation. From the factory foglight and headlight lenses are coated with a coating that keeps this from happening. That coating wears over time and causes that yellowing that many people see on the outside of their lenses. This yellow is the outer layer of plastic absorbing those UV rays.
When cheap HID bulbs are used in small areas such as foglights the amount of UV rays has a very small area to go through. This causes those lenses to yellow quite quickly. The yellowing is not burning. Merely it is just the coating on the inner lens wearing down very quickly due to the massive increase in UV rays. HIDs run cooler than halogens so the yellow should never be from burning.
Moral of the story. You can usually get away with cheaper ballasts, but invest in a little better quality bulbs, or even oem phillips bulbs and the issue is much less likely to arise.