There's a pretty detailed 'how-to' on cooltubes in the faq that'll walk ya right through buiding a cool tube. Ur ballast, is the power supply for the light itself, think of it like an amplifier for ur car speakers. It's location depends on the type of light setup but it is normally located SEPARATELY from the grow space to keep the heat it produces out of there(this is called a 'remote ballast'). It connects to the bulb socket via a power suppply cord that simply plugs right into the ballast. Now, if u have an older light, the ballast may be located in the hood of the light itself, in which case u'd need to take apart the light, and romove the ballast and probobly the socket too from the hood, then go from there adding the longer wires needed. Hope this helped, lemme know how it turns out.
....Oh ya, all the parts u need like sockets, ballasts, cords, etc.... can be found at ur local hydro shop or online. Check out htgsupply.com- they got some sweet stuff, and reasonably priced. I order all my lighting stuff from those guys now since my hydro store want like $2,000 for a fricken 400w setup! Anyways, good luck man.