wow.. that is one of the strangest things ive heard. Do you have a Service Manual? you can get one here
http://www.phatg20.net/modules...id=62
You could try this I just thought of.. I don't know how it would affect the headlamps, but try disconnecting the climate controll completely and see if the other interior lights operate again. And/ or try putting all the same bulbs in again. Or this!! : It could be that one of the bulds you put in is internally shorted, which would probly make it impossible for the rest of the interior lights to work.
Yeah somethings either gotta be shorted or a relay is bad. Relays are pretty hard to break though.. Get a Service manual for the website and find the relays. I think the headlight one is under the hood by the battery, dunno about interior relay