Sorry to tell you but you understand wrong.
The relay is to put the high amps into the starter and to save the starter switch. Unfortunately there is no relay on the headlamp circuit at all and this is one of the mods that you can do to save the starter contacts.
Have a look at the wiring diagram
here.
If you want to save the switch have a look at the modification that you can do [urlhttp://www.rattlebars.com/mtz/starter.html]here[/url]. This link also covers the starter relay problem.