How do you fix headilghts with a wiring problem?

I've got a miata that the headlights worked before i bought it then i bought it and started driving home and the headlights stopped working. I replaced the headlights and the relay switch and it still didn't work. I asked a mechanic about it and he said that the part I needed cost 400 dollars. When I flip the switch the headlights wont even come up but when Ipress the button for the lights to come up I can turn on the brights but I can't make them stay on. Please help!