Check your headlamp fuse. The highbeams are on a seperate circuit, the low-beams and fogs are on the same circuit.
If you bought the car used, and have any sort of warranty, one thing I would check immediately is the connector to the headlamp switch in the steering column. There is a known issue about the harness overheating and charring the connector. See this thread for more info:
Fire in the Dash!!!!!
The reason I say if you have a warranty, get it handled early-on. It can be an expensive fix.