I actually had this problem.
Look at the old lights and see what number is written on the sides of them. I have a 2001 Cavalier and they say 9007.
When I went to the store the guy gave me 9006's, and I had the problem as you have.
Go back and buy the right lights. If you can't read the number anymore you can always ask the guy to look it up.
I installed the new lights and everything is back to normal again.