My only answer would be to follow the safety guidelines found at wikipedia:
HMI lamps can reach ignition voltages
of up to 70,000 V when striking hot,
and are considered very dangerous if
miswired. It is good practice to
strike the light from the ballast and
not the head, in the event that there
is a short circuit in the lamp head.
Proper striking procedures should be
followed as well, such as calling out
a vocal warning whenever a light is
turned on to warn persons in the area.
Also, the header cable should be
properly and securely connected (most
header cables will twist and click
into place).
In addition to these concerns, HMI
lamps have been known to explode
violently at the end of their lifetime
or if stressed enough. While not as
violent as the explosion of a xenon
short-arc bulb, they still require
caution. As a result, HMI lamps should
not be used past half their rated
lifetime, and care should be taken
with larger lamps when striking
(turning on the lamp), as a lamp is
most likely to explode within the
first five minutes of striking. Care
should also be taken transporting the
lamp and replacing lamps. The gasses
in an HMI lamp are under pressure,
which increases with temperature.
Dropping the lamp could result in an
explosion, sending hot quartz glass
flying. As with quartz-halogen bulbs,
care should be taken not to touch the
glass directly as skin oils can
attract heat and cause a weak point on
the bulb. Most lamp housing designs
are inherently tougher and thicker
than traditional tungsten units so
that in the event of a bulb explosion,
those nearby are protected from flying
debris. There is the possibility of
the front lens element on the lamp
head cracking from thermal shock.
Proper safety procedures should be
followed when using HMI units, as they
can be quite dangerous if misused.