I replaced the headlight assy on my 2004rx and the high beam socket on the replacement was not compatible with the existing bulb. New on has a ss retaining clip, old one just twisted in.

 

Either you have a non-Lexus headlight assembly or you did not get the correct lamp. Did you look at the lamp on the other side of the car to see which style it uses?

Go back to where you bought the new lamp and take the old one with you.

 

Does anyone have a link to either a video or just step by step instruction on changing the headlights?
thanks!