well, that does sound strange . I would take a volt meter to the light socket and see if you have 12v at the socket when the low beams are on. Now you have a 3 wire socket at the light, one wire is the common and the other 2 are hot wires, 1 for low beam and one for the high beam. when you have the low beams on you should have ~12v from one wire to the 1 of the other wires(common wire), you can always compare this to the passenger side for reference. When you do this take a good look at the socket and see if it is burned up or maybe the wire/connector in the socket is pushed back or pushed all the way back . Then if you don't have 12v and the wiring and socket look fine your going to have to trace the wiring back and look for an open wire? But report back to what you have. I also have a 03 and can perhaps compare with mine if need be. Good luck and maybe the lamp you put in is also bad.