hm... i recently replaced my headlight bulbs too. i didnt have to buy anything extra. not sure what that is, but... your bulb is plugged into a plug, that is held by the metal wire. that plug, is connected to the car's wire. i dont know any of the proper names for the parts, but thats all you need. nothing extra.
so, after you remove the original plug, remove the bulb off the plug. stick in your new bulb into that plug (my plug was white in color), put that plug/bulb back into the headlight, relock it with that metal wire, and put back on the rubber thing (rubber gasket?), and then replug the car wire.
you can check this step by step:
WikiAnswers - How do you replace a headlight bulb in a 1999 Honda Prelude
EDIT: not sure, if because you're using HIDs, if theres a different setup. so, dont listen to me 100%, im noob too ;D