1989 headlights & taillights don't work

Hello, my 1989 dode Ram Van 250 headlights and tail-lights won't work. I noticed a round cylinder looking relay under the dash near the light switch that was really hot. It is about 1 inch in diameter and about 1-1/2 inches long and has 3 male prong connectors. My overhead fuse console also quit working before the headlights and tail-lights failed.