High-intensity discharge lamp (HPS and MH) require a specialist ballast to power them. Do not try to connect them directly to the mains - that won't do the trick, except possibly breaking the lamp and even harming you. A ballast is a sort of a starter kit that has to be put between the lamp and the socket. There are two basic kinds of ballasts: analogue and digital.
Though cheaper, the analogue ballasts are heavier on the lamp, reducing its longevity, consume more energy, tend to get extremely hot and weight a lot. Digital ballasts, on the other hand, are characterized by the so called easy start, which is beneficial both to the lamp and the electrical grid.
Some of the electrical ballasts come with an additional booster, allowing the connected lamp to emit even more light. WARNING: always use a dedicated ballast for a given lamp. 600W ballasts could only be used with 600W lamps, even if they have a 250/400/600 regulation!