My orange running lights are acting kinda screwy. I'm wondering if they're supposed to work like they do or if something is wrong...

http://www.scipie.com/4runner/running_lights.jpg

With the headlight switch in the first position, the orange running lights do not come on. They don't come on in the second position either. They do blink when I use the turn signal or hazards though. I looked at the bulb & noticed that its single filament. I assume they should be on in either headlight switch position & blink when the turn signal is used. Any thoughts? Thanks,