I'm a newbie with RX-8's and I've only owned my 2004 for about a week now. I am tweeking out all the issues and I'm stuck on one issue concerning the headlights. I know that there are no high-beams when my fog lights are on, however when I have the fog lights turned off and i engage the switch for my high beams and the dash shows the high beam indicator but no change in my headlights. I checked all the fuses but not really sure. I wouldn't think that but high beams on the bulbs are burnt out at the same time, but I would like any other suggestion before I buy new headlights. Any help is appreciated.

Your high beams and headlights are different bulbs all together. Turn your high beams on and physically look to see if they are not coming on, if not replace high beam bulbs.