... if the fuse isn't blown, then most likely the polarity is switched. yes, yes.. it came "pre-plugged". but here's the bit of information you obviously didn't know and weren't informed by the vendor.
different car manufacturers provide different polarities to their wirings. i'm assuming the direction of current flow doesn't matter as much to halogen bulbs but it is VERY important to the little piece of hardware you just added, called the ballast. reverse those and you will short them out and <cha-ching>.
now before you get paranoid, Philips ballasts have polarity protection built in. which is most likely why you're lights aren't turning on because the ballast is trying to protect itself from shorting out due to the reversed polarity. so switch the positive/negative and all should be dandy.
don't ask me why car manufacturers have to make things difficult.