The headlights can be set to come on when unlocking the doors through the EVIC (see your owners manual).
If you don't have the EVIC you'll have to either buy software that will do it or go to a dealer.
my car doesnt have the EVIC button equipped, but my headlight was working few days ago, and stop coming on. today I checked the fuses and they are okay, I havent reconfigured anything as I know, the lamp is working manually as well, any more ideas?