Slight correction to my previous post, the repeated toggling to get your HIDs to fire, is NOT normal. I was talking just about the unlock and DRL feature. First off, which direction did you go? DRL killer or cap mod?
Stock setup for our trucks, the drls and perimeter lighting (in the low beams) do not get constant, full power. The BCM sends a pulse width modulated signal to them. This is the equivalent to a child flicking a light switch on and off as fast as they can. With stock bulbs, there's a brief warm up and cool down time, and the constant change in state doesn't allow the filament to reach full brightness, or turn all the way off. The result is that constant, dimmer light output.
With HIDs the result is the ballast igniter firing off every time it receives the "on" signal, and you hear this as a buzzing noise. For those who use a relay harness, you will also hear buzzing, as the armature inside the relay is flicking on/off/on/off as commanded by the signal. Unless something is designed to function repeatedly like this, the lifespan is going to be severely shortened as a result.
The cap mod essentially fills in the voltage gaps of the PWM, so it is a constant signal, instead of the alternating one. So if you did the cap mod, then your perimeter lighting, and drls once you put the truck in drive SHOULD come on. If you did the drl killer, then they should not. With mine, I have auto fogs tied in with my low beams, and my driver's side fog usually never fires when the truck starts up in a dark environment. But I only have to toggle my switch 1 time. On occasion a different ballast doesn't fire during startup, but it's the same thing. If the truck is already running, and the auto lights come on, they all fire every time.