I occasionally have that problem with one of my aftermarket ballasts. I exchanged it with a new one and have the same problem, but not as often. I make sure the car is running when I turn the lights on and I don't use the autolamp.
I swapped the ballasts from left to right so I know it's the ballast. The one has always worked fine.
I think it's just because it's a cheap ballast and needs a real good power connection.
This summer, I plan on replacing the stock wires going to the ballasts with a larger gage wire. Have you seen how tiny those stock wires are?