I need to know the step by step directions for replacing the headlight switch.

If your multi-function is not working only when you try to turn on headlamps, you may fix it by bridging the pins for headlamps over those for sidelapms. If this is the case, it just needs a small piece of copper wire and cost a couple of pennies. (I assumed you got good lamps and corresponging fuse.) I did on my switch, about two years ago and it is still working fine. You can find details:
http://www.automotiveforums.com/vbulletin/showthread.php?t=282442