I have a Peugeot 206 HDI (02 plate) I have no head lights, AA have been out and can not find out what is wrong, Side lights are working fine, I have even put new bulbs into the head lights....Any answers would be appreciated
If there is no power to the headlights it may be the switch. Sounds as if you need a new COM2000 (the glorified multifunction indicator switch unit). I'm afraid they are not cheap.
(I assume your fuses have been checked by the AA man.)
You can have a go at repairing it first though, see:
howtomendit.com for free repair help, information and advice.
Try fixfault.com to fix cars.