head light issue

I have a 02 surburban. A few weeks ago I had a problem start. When the head lights were on bright and I clicked them back to dim they would shut off instead of going to dim. If I turned the left or right signal light on and then switched to dim it would go to dim and work fine. This weekend I was driving with with the lights on dim and they just went out completely and I had to switch to brights, which work fine for me but not the people infront of me. I have checked the fuse and it is fine. I think it is in the signal light switch but not sure. any thoughts?

Get a good wiring diagram and see if the switch is switching good.

http://www.alldata.com/ They sell a years subscription for around $29.95.
They have good wiring diagrams.