It depends which instalation kit you have purchased, but it seems that one of the relay wire, the one that connects to your headlight is attache to the wrong wire.
Pin 85 is your ground, Pin is normaly your output, it should be connected to your fog lights, then Pin 30/51 is your 12v main supply that should be connected to a good power source through a fuse. Then here's wher I think you have a problem, Pin 86 (called the trigger) is normally connected to the headlight Low beam (Yelow/White) wire and going to your swith, this is to ensure that the relay cannot be powered if the headlight are off (regulatory foglight usage). This wire may be connected to the Highbeam instead.
See diagram bellow...
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