Yes. The wire will allow the current to flow both ways so the drls will also activate the headlights during the day. The diode is pretty cheap...I think less than a buck for two.
I think the side with the mark faces towards the DRL relay. I can't see the mark anymore d.t. the way I've set it up.
Here's the relay: RadioShack (part No. 276-1102 "1N4003 Micromini Silicon Diode")
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'03 H2
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