Is there voltage across the positive and negative terminals of the battery? I would check this first.
Did you disconnect the battery while you were installing the HEI and maybe forget to tighten one or both of the battery cables it after the installation was complete?
I would check for a loose battery cable... or loose solenoid cable connection. Also check your engine ground cable.
Maybe one of these cable connections was not that tight to begin with, and the vibration of the running engine caused the previous connection to terminate.
If that's not it, I agree with Custom Jim and start checking for current as it runs from the battery back to the fuse box with a volt meter... or a test light.