I'm not too clued up when it comes to auto electrical work, but it sounds like you could have a problem with your combination switch (the switch by the steering wheel that turns the lights on). You should be able to test it with a digital multimeter. Either that or there's a problem with the headlight relay.
I have a couple of headlight wiring diagrams here if you need them. Just send me a private message with your email address and I'll send them through. In the meantime, if you don't plan on driving at night, then you can remove the headlight fuses in the engine bay fusebox to get them to turn off. I can provide a photo of the fuse locations for that too if you need it. Good luck!