When I turn on the high beams should the low beam filament be on or off ? Right now the low beam filament turns off when the high beam filament is on , it seems to me that both HI & LO should be on when the bright light are on

. If both should be on how would I fix the problem is there a relay or something ?
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97 - 2500 club cab 8ft box , 2 wheel drive auto trans 4:10 rear end , BHAF,heat shield & AFE intake tube, Autometer boost, pyro ,trans temp guages , stock afc plate moved forward , AFE 4" stainless turbo back exhaust , Alpha bed liner ,repainted white