What I do is this, I use the blue wire mentioned by others to trip a relay that feeds the choke from the alternator output stud. I also do the same for the feed to the ballast.

Furthermore, I use the thermal resistor in the picture above to assist in controlling the rate of opening. It essentially slows the rate down when it's cold out.

They say there are no such thing as a stupid question.
They say there is always the exception that proves the rule.
Don't be the exception.