Dipped Headlight switching problem Ford Mondeo 2003?

I have a problem with my Dipped Headlights on my Ford Mondeo 2003 2.0 TDCI, it has Xenon Headlights, but when I turn the Ignition on often one of the Headlights does not light up.If I keep switching the Light switch on and off eventually they both light up. Sometimes switching the Ignition switch off and on again will also cure the problem. I have replaced the Relay and checked the Bulbs are secure in their holders. Please help Thanks