Granted, my WRX is an 02, however I can't believe there is that much of a difference in the headlight operations. I changed my bulbs to the PIAA as well. They worked great - for about 14 months, then, one night, they just stopped working. The wires weren't fried, nothing was wrong, but they just wouldn't come on.
I switched the stock bulbs back in and viola, back to normal. Put the PIAAs back in and they worked for a few weeks, then the same thing.
Anyway, like I said, nothing was damaged, but they did just stop working. The dealer gave me some tale about how it draws too much power and the computer shuts them down. I never knew the ECU was so omnipotent!