Did you get the metric kit? if your bike is older than 1982, you need the Metric kit. The old system is looking for amperage usage. so if your light bulb is not the same type of light bulb, not using the same amperage/wattage, it will stay solid on. The trick people do for interim use, is put in a resistor.
The home for the new flasher is next to the autocancel relay, which is under the fuel tank, just infront of the rubber thing with the Arrow pointing to the front. There is crossmember (beam) that has two box's, one is more square, the other is cubed rectiangle. the square is the flasher, the rectangle is the auto cancel. the link in the bottom of this post will have everything you need to know. (i think)
The metric kit, is to keep the single turn signal filament to crossing over electricity to the opposite turn lights, which will not give you a desired result. Resently I remember a post where a company has a led turn signal with built in resistors to satisfy original equipment. See added pic.
Post 16 i have a link to the metric diode kit.
http://www.xs400.com/threads/how-to-flasher-relay-for-led-turn-signal.10601/
http://www.xs400.com/threads/successful-led-signals-with-auto-cancel-and-no-resisters.7175/ Its marked successful, we were not. (should still be worth a once over)
I just seen I had this up on my photo album, its not super descriptive, it is what I did with my metric diode kit, from the headlight bucket to the the turn signal housing.
http://www.xs400.com/media/albums/led-project-how-to.590/