The light sensor on your dashboard sends a signal to the PCM regarding how much ambient light ("sunlight") there is outside. When the PCM decides there's not enough light, it'll turn on your headlights automatically -- IF you have the twilight sentinel on (near your headlight switch). If you have this twilight sentinel turned off, which effectively overrides the PCM's decision, it'll flash a message suggesting that you turn your headlights on, if it's dark enough outside.
It should have nothing to do with the bulb swap you made. Don't replace the headlights -- turn the headlight switch on to make sure they both work. Slide the twilight sentinel slider over to the right a little bit to enable that device -- and then check to see if you ever get the HEADLAMPS SUGGESTED message (you shouldn't).
EDIT: if you are getting the HEADLAMPS SUGGESTED message while in broad daylight, it means that you probably need to replace the light sensor on the dashboard (up in the defrost vent).
It should have nothing to do with the bulb swap you made. Don't replace the headlights -- turn the headlight switch on to make sure they both work. Slide the twilight sentinel slider over to the right a little bit to enable that device -- and then check to see if you ever get the HEADLAMPS SUGGESTED message (you shouldn't).
EDIT: if you are getting the HEADLAMPS SUGGESTED message while in broad daylight, it means that you probably need to replace the light sensor on the dashboard (up in the defrost vent).