FYI, I'm not talking down to you thinking you don't know what HID is. Just being thorough in case others search for info in the future.
If the residue is on the outside of the bulb not in the gas capsule where the light arc is generated, then it shouldn't affect performance of the bulb. The white residue reminds me of corrosion you'd find at battery terminals. Whatever it is, it's most likely a byproduct of the materials used and heat. No way to find out for sure unless you send it to a chemist to analyze.
Your lights light up and shut off right? Then I wouldn't be concerned. What I would do though, instead of feeding power to the ballasts directly from the factory headlight wiring, get a fused relay harness. Use the harness to source power from the battery or alternator and use the factory wiring only as the triggers to flip on and off the relay. Like I mentioned before, current draw from the ballasts are quite high at turn-on. Much higher than that of the halogen bulb the factory wiring is designed for so you don't want to consistently test your luck and hope the factory wiring doesn't fry. And, most importantly, make sure everything is well grounded.
Sample harness (lots of places sell similar product):
http://www.ddmtuning.com/produ....html
Adding a diode to the harness to prevent current from reversing is also a good idea. 1N4005 diode, radioshack part# 276-1144.
Reference this diagram on use of diode: