you dont honestly "need it" its nice to have, and will just probably make the lights have an easier life.
but if not then its pretty plug and play if i remember correctly, unplug the old headlights, and connect the posative end of the DDM lights to replace the old ones. and then ground the old ones......
its been a while since i've done mine, might want to wait for others to post up or read through some of the DIY threads...
and IDK about the fly screen question, i've got a firebolt so it was easy to hide everything, i actually zip tied the balasts to my fuse box's on the sides. it looks pretty good IMO