When I installed a DDM 35 watt HID lighting kit in the fog lights, I had the same problem. The lights would flicker and go out.
What I had to do was install a HID wiring harness so the lights would stay on and not flicker. I installed the DDM wiring harness and it fixed the shutdown problem that I was having.
Install thread: http://www.ramforumz.com/showthread.php?t=147191
I did not install a bulb out canceler.
Everything is working for the last 9 months. I always have my fog lights and running lights on when driving.
The low beam HID kit that I used was from Retro Solutions.