Headlight replacement question

I'm trying to install some projection headlights on my '94 Mustang. The instructions that came with them are a joke, no info whatsoever. I think I have everything figured out except there are two female connectors on the new wiring harness that look like this:

http://www.automotiveforums.com/vbulletin/C:\Documents and Settings\Jun\My Documents\My Pictures\plug.jpg

The instructions for connecting them only say "to relay". I assume they mean the headlight relay, but I can't find any reference to Mustangs having a headlight relay or where it's located. Please help.