From what I understand, and this may be true or a complete rumor, if HID's didn't come on your car from the factory, then it is illegal to upgrade to them. I read this on the XenonRider website (where I got my HID kit):

Are Xenon HID light systems street legal?

Every country and jurisdiction has its own rules and regulations governing the use of automotive lighting. Xenon HID lighting systems that are supplied with the vehicles from the factory are DOT approved. The same OEM manufacturers that supply all the major car companies of the world also make our kits. NO AFTERMARKET XENON HID lighting system from any source is DOT approved if installed outside of the factory. These kits are not street legal for use on public roads as they are. As a result, we officially endorse the kit for exhibition and off-road use and will only sell the kit to be used for these purposes. We are not responsible for customers who violate the terms of sale in which they will assume all responsibilities for any unauthorized or unintended use other than exhibition or off-road use.

I have no idea why this is the case. In know my HID's are bright as heck, and I nearly get blinded by the reflection coming back off of highway signs. I've had my HID's for a couple of years now, and have never been pulled over or hassled in any way about them (other than oncoming drivers flashing their high beams at me). Heck, the VX is so rare, how would anyone know that HID's didn't come on it from the factory?