Hey buddy

Yeah, you need a ballast.

A ballast takes the electricity from your wall socket, mixes it up with some magic potions and small little green men inside the box, throws in some Tabasco, and out the other end, you can plug in your 250W HPS.

You can't run a HPS bulb straight from the electrical outlet of the wall.

You need a HPS ballast for a HPS bulb.
You need a MH ballast for a MH bulb.
There are "conversion" bulbs... they'll run on the 'other' ballast.