Ah, so the turn signal doesn't work either.. Well, that's probably a power or ground issue going to that light. I can't remember the common way that headlights are usually wired, but from what I remember the bulbs usually either share power (in which case the ground is switched to activate the light) or share ground (then the power would be switched). SO that would be the first place I'd look; something sounds like it's affecting that entire light assembly obviously.