We have the same problem on our 2007 DK45S.
When the dealer delivered the tractor, we tested the lights, and the fuse immediately blew. (Less than 1 hour on meter) We replaced the fuse, and turned on the lights again. Again the fuse immediately blew. I called the dealer, and he suggested I trace the headlight circuit and fix it myself. I have not been able to locate the problem yet. I just stay away from the headlight switch. Please let me know if you locate the problem.
Thanks..