Headlights not working?

I bought a repossessed 1998 Jimmy (I know, not a wise move!). Instead of daytime running lights on, all the lights are on - headlights, taillights, dash lights, license plate lights. The headlight switch does not do anything (you can turn it to any position but no change). If you turn the ignition off, the switch functions as it should - off, parking lights, headlights. The previous owner had installed a special white gauge face plate that would adjust with a rheostat switch that was wired into the headlight switch. I removed that (but it did look like he had done it correctly). No difference. I bought another headlight switch but still no difference. Do you think it has something to do with a Daytime Running Lights Relay (if it has one)? Any help would be greatly appreciated! Thanks, John