The sidemarker light wig-wags at night with the turn signal so the halos will probably blink crazily. Just connect the positive [+] (probably red wire) from the halos to the brown wire. Take the ground [-] (probably black wire) and connect it to any ground on the car, you could just use the black wire on the car's turn signal socket for simplicity.
A relay harness is simple to install. You obviously have aftermarket headlights so the wiring for the harness will need to be tweaked a little since you now have a 9005 hi-beam and a 9006 (or H7) low beam. Again, I'm not looking at your HID set up so I am only hypothesizing. If you could post pics it'd be REALLY helpful.
