Something like this?
400w Lumatek HPS Lamp Xtrasun Wing Reflector Ballast - eBay (item 120483554519 end time Nov-20-09 17:25:23 PST)
You want a complete set up with the ballast, reflector and bulb. Google harder! I found a cheaper set up with the reflector and bulb included as well first try.
Lumatek are good but magnetic ballasts are cheaper.
Building a door over the shower stall should be fine.
You can vent into the bathroom but humidity may just circulate.