What is this and where does it go?

I am trying to diagnose a problem with my headlights. The hi and lo do not work. Turn signals and fog lights work. The indicators for the lights on and hi beams work on the instrument panel but no lights. Fuses in the engine compartment and under the steering column are good. Bulbs are good. While trying to trace wires and after removing the driver side headlight assembly, I saw this (see picture) just sorta hanging there loose in front of the airfilter box and behind the driver side headlight assembly. The harness it appears to be attached to is bundled with what appears to be the headlight assembly wires. I should add that mine is a 2000 Jeep Grand Cherokee. Question is.....WHAT IS IT AND WHERE DOES IT GO?