Low beams go out when high's are on.?

I just bought a '96 Olds Cutlass with a four headlight system. The previous owner said he just installed some bright white bulbs in both high and low beams. The low beams are nice and bright, but I noticed when I switch to high beams the low's go out and only the high beams are on. I don't think this is right. Anyone else know if this is a normal event or are the bulbs possibly in the wrong positions.