The HID kit probably assumes you will plug it into your normal headlight socket for power. In that case, the fuse for that is in your engine bay fuse box. I wouldn't bother though, the stock 15A (or even 10A) fuse will work.
Aha! Thanks for that DJ, I went along and tried it without the fuse. Thought i'd check if it was bright by staring directly into the light.. not a good idea. Can only imagine how bright the 8000k in your car would be :o
