As Cherokee guy said, headlamps sound normal. The option allows people to park in the driveway or garage at night and have some lights to see their way to the door. As long as the lights turn off eventually (less than 1 minute), you're OK.
As for the fuse, I'd suggest getting a repair manual (I have a Haynes), and begin with the wiring diagram. A quick physical inspection is good but you can't see wires inside bundles, panels, etc. Check for shorts using the diagram. If you find a shorted wire and can't locate the actual short, you'll need to pull a replacement wire through.