May be a short circuit in your head light wires. Had a similar problem with a friend's Baleno. Turned out to be a short circuit. If its working fine with other electronics in the car than its most probably wiring issue related to head lights.
Easy way to check, take of the bulbs and turn the light switch on...
Also make sure you don't have power steering oil leaking on the alternator. THanks to the stupid design by Honda.