Metal Halide Ballast?

I just got a 250w metal halide bulb and got a converter which makes the base of the bulb into a smaller size for a regular light fixture. So I plug it into my lamp and its not working. I think I need a ballast but how much are they? Im unclear on how this works...

You need a ballast to operate. You can pick up a used one pretty cheaply ($50-$100) on ebay but remember you get what you pay for and there's always the risk the think will turn out to be a piece of crap. Brand new you can get a complete 400w system from HTG Supply for about $150 - that's the ballast, reflector, bulb and a few extras.