Relayed lights. Highbeams stay on. WTH?

[santoliquido at cox.net]

I just relayed the headlights on my 1996 A6. I used a harness from suvlights.com. Very nice, well made, great fitting harness BTW.
The setup is nearly identical to Huw's "simple headlight relay wiring" schematic (http://www.humanspeakers.com/audi/headlight-simple.htm) except the high beams and low beams are seperately grounded. It works great with one exception: I turn the lights on and all is good. When I switch to the high beams they work fine. When I turn the high beams off, they STAY ON until I turn the headlights off. When I turn the lights on again all is normal (until I turn the brights on and off again).
Any ideas?
TIA
Steve