Headlights don't work!

My friend has a 1998 ford Winstar van and she is having a big problem with it right now. THE HEADLIGHTS DONT WORK!!! We checked everything we could think of. Took it to Auto Zone and they checked the bulbs and the fuses. Strange thing is that when you press the switch for the headlights, everything else, like the dashboard lights and everything comes on. Also the highbeams work too but you have to hold the lever for them to stay on...basically the problem is the headlights don't work but every other light in the car does.

HELP!!