Relay (noob Question Sry)

I'm super new to this modifiying cars thing
i'm just wondering i heard someone on the thread said if u want to get a HID light u better get a relay so it won't burn out
btw wut is relay
and wut kind is good
and how to install it??
sry plz help me
thx a lot everyone

In the future please spell the words CORRECTLY and not use stupid abbreviations like plz thx sry and other shit like that.

alright
but at least answer my question though
thanks

Yes, it is recommended that you have a relay.

HID lighting kit better come with relays for $700 or whatever.

http://electronics.howstuffworks.com/relay.htm