I had my headlight switch module changed on my BMW 330ci and the dashboard display has the 2 taillights on? What should I do to reset it?

sounds like a bad front control module or a bad IPM. But you need a scan tool to really diagnose it.

Possible control module or activation motor default. Do check fuses and control switch,otherwise a diagnostic check will be required.

change out fuses and may need a new blinker lever

repair the switch in the boot as the light is staying on even you take the bulb out it will show on the dash unless you sort the switch out

THere is a short in the dashboard switch for the lights. Change the switch or just remove it and find the short!

Not very clear as what your problem is...
Headlights run off their own fuse, as they require more power to function, parking lights run off a lower current fuse, what dashboard light stays on, the high beams?
Please reword problem.

More than likely this will be the switch assembly for the lights, have seen several cases. new switch unit required, this controls all the lights and wipers, fairly easy to change.

starter motor, ignition switch, starter relay, fuse connections.

I was told that it is the rheostat, go to Advanced or O'Reilly's.

Assuming this is a service level indicator and not Check Engine Light, instructions by bwwatson above are incorrect.

Please note, I don't recommend resetting this unless you perform BMW's service recommendations first.

After Mid-2000: You should not have the 20-pin DLC connector. You only need to hold the left odometer reset button in while turning the key to position 1 (Accessory). Keep holding the button for 5 or so seconds until any of the following shows in the display: OIL SERVICE or INSPECTION with RESET or RE. Release the button and press it again for another 5 or so seconds until RESET or RE flash. While the display flashes, press the button one more time briefly. If done correctly, END SIA should show up for a few seconds. All done.