I don't mean to steal your thunder, but there's another way to do this that doesn't require a diode. I posted a writeup on rx7club a couple of years ago. My car has been running like this since 2005.
Here's the factory diagram, I've chopped it up and moved things around to provide a better picture of how the system works:
FIRST THING FIRST: DISCONNECT THE NEGATIVE BATTERY TERMINAL BEFORE DOING ELECTRICAL WORK. This includes cutting wires, or disconnecting connectors (which is usually safe, but you can never be too careful). It's worth the extra time to avoid damaging your car or yourself.
Remove the plastic cover from the steering column (3 screws), and the next plastic cover (4 more screws, don't forget the one near the A/C duct on the side of the dash).
We'll be working with the big blue connector under the steering column. There is a clip on top of the blue connector (closest to the steering column). It's not very easy to see. Pinch this clip and pull the connector straight back (towards the rear of the car) gently.
Here is the connector we're interested in. We want to connect the [white/green] wire to the [red/yellow] wire. Notice that these wires change colors on the other side of the connector. Connecting the [white/black] and [red/black] wires will give the exact same results.
Here's how I connected them. Without cutting the wires, I carefully cut the insulation with a razor, and removed it. Then I wrapped a spare piece of single-strand wire around the two bare wires to hold them in place before soldering (twisting the spare wire with pliers will get it good and tight). Warning: these wires carry a full 12-14V and up to 30 amps of current straight from the battery to the headlight. Be sure you form a good connection or your lights will be dim.
If this is your first time soldering, practice on some junk wire before you try this on your car. Place some cardboard on the area below where you're soldering, to avoid burning the carpet with any drips.