I recently had the same problem as I ordered some D2S Morimoto 3Five (35W) bulbs from theretrofitsource.com and neither one turned on. They said they dont have a refund but they do exchanges.
They said only OEM bulbs work in these headlights. The ones they recommended were:
D2S: Osram Xenarc 66240 CBI - HID Bulbs from The Retrofit Source Inc
D2S: Philips 85122+ - HID Bulbs from The Retrofit Source Inc