I just assembled my HPS lamp together but when connecting it to power, only thing that happens is the buzzing sound from ignitor.
How long it takes so that the light comes?
Make SURE your lamp cord is firmly plugged into the ballast. Make sure your bulb is firmly screwed in. Is it a 240V ballast that you are running on a 120V circuit? (Yeah, I know these seem like obvious statements, but that's troubleshooting.) You may have a bad bulb. Get another and see if it works. Otherwise the ballast is defective and you should return it. If you bought from a shop, you can take it there and let them check it. Otherwise, you'll have to mail it back to wherever and hope they replace it. Tough luck man.