Is that with your high beams on all the time? (Pushing the lever outward towards the gauges, or inward toward you?) Usually on most cars if you hold it toward you it's both low/high, but if you click it where it stays on it should only be the highs.
I have an '06 SRT and all 4 of mine are lit when I turn them on, but fogs go off. If I just flash my highs (pull towards me) all 4 stay lit plus my fogs. This is the first car that I have had work this way.