Headlights don't need replacing, but won't stay on...

First you have to make sure the bulbs are good, if they are check out good, you need to check the fuses and switch.
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New Slim hid ballast

You have a bad ground by the lamp fixture. You grounded the circuit and completed it with the wire to car body.

Check all over the lamps for corrosion

one the your light bulbs have a broken contact or the ground shorted out

First check the fuse, the clearance lights are not factory in most cases and the wiring gets shorted from poor wiring. Once you replace the fuse see if the lights come on, if the fuse blows right away find the wiring to the clearance lights and disconnect them, if the short goes away it is a I said the wiring is shorted. If you don't have the owner's manual you should be able to download it at the link provided. It should be fuse #10 a 20 AMP in the interior fuse box. http://www.fordservicecontent.com/Ford_Content/catalog/owner_guides/97ecoog1e.pdf

This sounds like an issue with your ignition switch. Basically what is happening here is that you are shutting off your vehicle, but the ignition switch is not working correctly and is allowing certain accessories to stay on.

How about testing the switch. Remove it see what happens.
If not you got a short and get back to me and I'll tell you how to look for one.

who ever done your work, don,t a very bad job,he has got some wires crossed and sounds like they my be pinched also,they will havt to be looked at and replaced

Does the car run fine and start fine if you don't turn the head lights on ? The symptoms you describe here suggest a battery that is run down, in need of charging or a faulty battery, however if the same batter starts the car without a problem then you have a much more tricky problem to sort out as it seems your lighting circuit is then producing a direct short on power circuit resulting in nothing working. Do the headlights actually come on when you do this and stay on while every thing else goes off ?

u prob have a bad ground on your headlights

The first thing you should do is check your transmission fluid! then look for leaksif it keeps happening and the last step would be to look into getting the tranny checked by a mechanic.