If both your headlights go out at the same time it's extremely unlikely that the bulbs would the problem... You should have first checked to see if there was power getting to the bulbs and then worked backwards from there.
I'm pretty sure there must be an electronic module which control the headlights, but can't say for sure. Hopefully someone else will be able to point you to the appropriate module responsible for the headlights, or you can look up the schematic in the Rave CD.
But for starters as I said, use a voltmeter to check that there's 12v getting to the bulb. Also, check if there's power at the headlight fuse itself, and check to see if your running lights are working too. All this information will make it a little easier to narrow down the problem.
Kev