Installing a Kriss Technology modulator will do it. Mine were originally hooked up that way with the modulator, but I had them rewired to make the trunk lights flash like turn signals for what I think is better visibility, plus the trunk lights modulate--steady for a few seconds, then a few flashes, then repeat. (At least as I recall without going out and taking off the cover and looking at them all again.) I suspect more technically savvy board members will be able to tell you how to hook a wire in somewhere to just do what you're looking to do without all the modulation, though.
I'm assuming your referring to the aftermarket lights on the sides of the bags and yes, with a little work you can do it for a reasonable price. All you need to do is run the power wire for them up to the relay bank under the seat and tap into the relay that controls the front signals. This way, they will be on while the bike is running then, they will flash off and on with the signals just like the front turn signals do. You could even tap into the signals under the mirrors but going to the relay is more than likely the easier way to do it. So the reasonable price is the cost for longer wire and some taps or connections so you can hook it all up. No additional items needed.
I didn't, I assumed which works sometimes, but not always. I mainly assumed since I have a friend that wanted to do this recently. Once I told him we would need to run wires to the relay he decided against it but if he wants to do it in the future I'm game to hook it up.