uhm, it sounds a little more simple than that planenut_2000.
first things first, if the high beam indicator stays on when you turn on the lights, chances are good that your high beams are on. try pulling the signal switch towards you to turn the high beams off. you'll hear a click and then you know they are off. turn the headlights on and see if the high beam indicator is still on,
now for the daytime running lights not working, look into the DRL module/relay.
and lastly, the fog lights on these cars dont turn on unless the parking lights or low beams are turned on.