As a previous Lone Star owner I would recommend you check all your grounds and crimp connections first. If I'm not mistaken the Painless Wiring harness has a relay for the head lights.
Check your battery ground to frame and engine block to frame connections. If your frame is powder coated and you didn't grind away the powder coating for these connections, that is probabaly where your problem exists.
The other item to check is to be certain you wired the headlights correctly. The ground wire for the headlights is green.
