when you say you tested the ballasts with your headlights, were you using the headlight wire to turn on the relay or the fog light wire?

just start checking for power until you find somewhere it isn't where it should be... start at the fuse, check the fog light wire, check after the relay... check your power/ground connections. Was your stock fog light switch still turning the fogs on/off? If so, is the bulb in that switch still illuminating?