Headlights wont work in my 1998 Mercury Mountaineer?

I have every light on the SUV working except the headlights, When I pull the signal arm towards me the flash to pass lights will come on. When I let go of the signal arm they go off. Do I need to replace the multi function switch?

Other answer:

Rebel3163:
Hi yes that would be what would be a lot to do with it as it could also be the body module the other computer in this car which talks to the engine management system. so wise up kid todays cars are more than 50 % electronic.
rick29148:
I'm showing a fuse in the Central Junction Box, up by the battery, one for the left and one for the right.
KayleenR:
Check your fuses. What you may be able to do is run a wire from your tail lights up to your head lights
Sean:
Have you checked the filaments in the bulbs? Maybe they need to be replaced.