Headlight out, but it's not the bulb. What's next . . . ?
 

Passenger side low beam is out. I switched the bulbs and it is still out. Is there a relay or ballast that I should check?

ballast/ignitor that is located inside the headlight.
 

<ul><li><a href="http://cgi.ebay.com/ebaymotors/Bosch-XENON-HID-IGNITER-Ignitor-BMW-E46-Porsche-Audi-TT_W0QQitemZ330162990470QQihZ014QQcategoryZ36476QQ ssPageNameZWDVWQQrdZ1QQcmdZViewItem">Ebay Special</a></li></ul>

Nice price, but will it work with a 2002?

Yes...
 

to get to the ignitor in the headlight you have to pull the ENTIRE headlight apart.. almost every part out of the housing. I didn't want to do this to my headlight though.

I left the old ignitor in the headlight and unplugged it. I then plugged the new ignitor in and just kind of stuck it in the headlight housing and closed the back lid.

Somewhat ghetto but it works.

I'll post a pic tomorrow. On my way out to a Sports Bar to watch PSU!

I like your idea . . .
 

I'm not into pulling everything apart.