Turns out I had the exact same problems as you oj411 (Exact same kit from XenonDepot), the car had been set to XENON = PRESENT but they where still flashing & turning off... However, as I was just about to give up I decided to take apart and have a look at the OEM xenon on my fathers CLK, I got an idea.
Then looked about ont he web for other pics of HID kits with a similar hook up, I ended up cutting the relay cable off completely and done an install similar to the OEM version, without the relay and connection to the battery & it works great
I had to snip the cable that goes from the ballast to the battery, say about 14" and then crimped the bare cables (Red & Black) with spades so they would fit into the factory H7 connector. I then slotted the Red spade intot he yellow and the black into the brown & they work great
no blinking or errors on the screen. And no need to look for resistors to trick the computer either
Heres a pic of the wiring layout I based the mod on.