I am pretty sure you have xenon headlights on your car, am I right? In any case does it turn off regardless of turning steering wheel left and right?
Only thing I can think of when your headlights are on "auto" mode both of your lights will follow the angle of your steering wheel for example: you are making a right turn both of your headlights will turn to the right.
It could be possible you might have bad headlight assembly, maybe a wire is grounding itself off whenever your headlight turns w/ your steering wheel, and it is shorting out the main power for the xenon ignitor. Reason I said that when headlights on in manual mode to my knowledge headlights they do not follow steering wheel command only time they do when its in "auto" mode.
If you think you can pull out the headlight assembly and inspect it closely, hopefully you will find your problem.
Tuesday, January 11th, 2011 AT 5:34 AM