There are several relays in the lighting system:  2 under the hood in the main fuse block for each headlight, 1 in the fuse & relay box for tail lights, and on in the passenger foot well switching the DRLs on and off.  I'd guess you are hearing either the taillight or DRL relay.

The DRL relay would definitely be related to dimming the lights, it purpose is to switch a resistor in line with the headlights to reduce their brightness when in DRL mode, and switch out the resistor in headlight mode.  The DRL relay may have welded contacts that keep it in DRL mode all the time, or it may have developed high resistance on the contacts.  Before you go off and change the DRL relay check the grounds for the headlights.  Theses are common for both headlights and a bad ground would explain dim lights as well.

Are you using your headlights properly?

All 9-2xs have DRLs from the factory.  When your lights are in the "off" position, your DRLs are on.  The DRL bulb is also your primary head light bulb.  Turning the switch one notch turns on the front parking lights and taillights, but does not increase the brightness from your head light bulbs.  Turning the notch two positions turns your head lights on full power.

*There's also the possibility your bulbs just need replaced.

You just said the same thin I did with different words.
I'm 100% positive.  I said one notch, not two.  Full on is two clicks forward.

BooGTS wrote:

thymighty wrote:

You just said the same thin I did with different words.
I'm 100% positive.  I said one notch, not two.  Full on is two clicks forward.

I misread that the first time just like he did. Your HID's don't change intensity though I wouldn't think.

I have halogens.  -B-, do you have HID's?

All 92x's have day running lights?