We had a similar problem with one of headlights when we first bought the car; the dealer replaced the headlight assembly, but I later tried to explain myself what's going on.
With Bi-Xenon lights (low and high beam Xenon) there is a motorized mirror or a shield behind the lens of the projector that on low beam cut of the upper half of the light; when the high beam is turned on the mirror moves and light is projected throughout the entire lens. You'll noticed when you first turn the lights on how the beam appears to move up and down; that's the mirror/shield adjusting... I think it also adjust its position based on whether the car is leveled or on an incline...
I also noticed something interesting: when you flesh the high beam is the halogen light that turns on, while when you lock the high beam on, it's the mirror/shield moving. You can notice the difference because when you flash the light is warmer. The later models both flashing and on position use the Xenon while the inner light is a dummy...
I guess the mirror/shield came loose or something and it doesn't hold steady... I think CJ took his lights apart, so he might be able to help you there and you'll manage not to change the entire light assembly. Be careful touching things around there with the lights on as the Xenon uses a high voltage (but low current) electricity... Although it's not dangerous, it's not a pleasant experience