Its an easy job to whip off the steering wheel and have a butchers at the stalk mechanism so long as you've got a big enough socket nut (24mm or something like that).
Either its knackered, its dirty/clogged, or has become loose.
Come to think of it...... Do you mean it won't stay pulled back, as opposed to the main beam lights won't come on??? If so, there not supposed to!! Its pull back for on, pull back again for off.