Headlight wiring help needed

I purchased an APR harness to go along with my H4 bulbs and Hella cases. I got it all wired up, but I am not getting any lights. I flip the switch and all I get is an audible click in the relays boxes. So, any idea on what could be wrong? I assumed it would be plug and go, but havent been able to figure this one out.
I bought a ARP harness I believe it is called, it has yellow plastic surrounding the wiring. Everythign went in fine. Anyone help me on this one?
ALos, for you guys that have done this headlight upgrade, where are you putting your grounds? I am having a hard time finding a good place to put it....
Thanks for your help. I did search but didnt find any new ideas on what to try next.
josh

When I did my harness, I built it myself...

If you're getting the "click" in the relay box, then the relay must be getting tripped. So, it's on the power side of the project:
Is there power going into the relays for distribution (should be always live - or at least live with the key on?)
Is there power at the headlamps?
Is the ground side of the headlamp harness actually grounded?
Are the bulbs good? (Check with ohmmeter)
Is the relay good? (Check output voltage once input voltage is known good)

Just the first few things that come to mind. I don't usually see a lot of bad parts - but I also spend a little extra to get good-quality stuff as well. I don't know about this outfit - APR? ARP makes bolts, just so you know (www.arp-bolts.com)

5-90

Does the harness have it's own fuse? Is it in there?

sounds like your relays are triggering, but you're not making the circuit on the bulb end.

are the ground wires on the bulb end grounded to the chassis?

typically aftermarket wiring harnesses will come with a short lenth of ground wire with a ring connector that's supposed to get grounded off to the chassis.

(unlike the factory, where the ground wire runs back into the harness and gets grounded off a half a mile up stream)

You guys got it. It wasnt grounded properly. Thanks to Shane for pointing me straight.
j