What do I do when the headlights are burnt out?

Ok to me this sounds fairly simple if the wire is exposed try taping it up with some electrical tape if the plastic on the headlamp is the problem get a new headlamp they're fairly easy to replace and you can usually pick one up pretty cheap at your local junk yard. Now I don't work on cars a lot but I have installed some new headlights on my car and I do a lot with car audio so get a second opinion. Hopefully that gets you going the right direction though.