Your understanding of the relay & light circuit is generally correct.
Your aux lights will probably have a separate feed coming from the battery (that goes to the relay), this will probably have an in-line fuse. Is that ok?
It is unusual for two globes to blow so quickly, then not work when replaced, there may be an underlying fault.
Edit: Oh, and does the bike start and run fine? Main headlight works ok?
Last edited by Jason71; 08/14/2014 10:17 PM.