Umm actually, you're supposed to paddle bit a hole in the cover, put the bulb in and use grommet to plug the hole... at least that's the way it was on mine. The inside of the grommet had the bulb and the two leads that go to the stock harness/bulb plug. The stupid black piece is supposed to be broken off, I think that it's used in some applications or heck, it just might be a stand/protector for the bulb. Anyway, I'm glad that you got it working alright for you!!!
For the money, I really don't think that you can go wrong with the DDM set-up. I tried to turn these guys on to them a long time ago but no luck... $54 is stupid cheap for HIDs!