Headlights

My 2004 Ford Focus has about 46K miles on it. I went to turn the knob to turn on my low beams and my high beams indicator came on when I turned on the low beams. So I thought, Oh, I left my high beams on, so I flicked the switch to turn off the high beams but the high beams indicator did not go off. So I tried the whole process again, and I belive I hava low beams, but my friends say it is my high beams. When I changed the beams it appears that the high beams lights come on, but the indicator does not go off at all. What can be wrong??