Q: Why are my halos not staying on?
A: The circuit isn't providing enough power for the halos which triggers the circuit to turn off.
Q: What is a relay and what does it do?
A: Go
here.
I am using a 4 pin Bosch style 12V/40A relay. You can find them at any automotive store or Radioshack.
Also an alternative to this is to use capacitors. Just wire a 12V capacitor in parallel to each side on the power line of your halos.
Diagram made by me