Thanks for the DIY -- I found my faulty ballast and have one on order. One comment so as to save someone else some trouble:
The driver side ballast for a 2003 M3 is NOT under the headlight like on the passenger side. You do NOT have to remove the drivers side headlight to get at the ballast, it is under the black cover with the two plugs in it just behind and to the right of the headlamp. It looks like the only thing in there is the ballast. Cover pops right off and you need to undo two bolts and flip the bugger over to remove two more torx bolts to get at it. Hope this saves someone some trouble.
Not sure if this is for a 2003 or if it is just for the M. Good luck all. Thanks again for such a good post.