Headlights on 306xld dont work on dipped beams?

Hey, my N reg 306x;d has been a great car, however recently my dipped beams have been cutting out, originally just for a few flicks on the stalk however now they are cutting out for weeks at a time, then working again then breaking again. I got an aa man out and he said that it was the connection in the switch located behind the steering wheel, however i would need to remove the steering wheel to replace it which would cost a lot. But then i realised that the light on the dashboard was on meaning that the switch was working otherwise the dashboard wouldnt read that the lights were turned on. They then started working again however we had some really cold weather recently and they stopped working over night. I then went on the internet and researched it and a few people have said that it might be the relay, but my question is DOES ANYONE KNOW WHERE THE RELAY IS, WHAT IT DOES AND HOW I CAN FIX IT CHEAPLY.? Help would be greatly appreciated, Thanks everyone, Ross.