'99 headlights don't work

[jaggermouth]

My headlights do not work when the multi switch is turned all the way up. When its fully "on", all my lights including my interior lights turn off. The day time running lights work and high beams when I pull them towards me. If I try and put the high be switch towards the dash, they do not work.
Is this a switch problem, or a relay, or what? If a relay, which ones should be the suspect?
I need to take it for an inspection soon