Did you look in your owners guide? For the GLI, it was hold the turn signal down(left turn) and pull the stalk back (flash high beams), hold and turn the key to on for 3 seconds then off. It might be the same for all.
now that I think about it, was one way to enable them and the other to disable them.... left(down)/back or right(up)/back, key on for 3 seconds, then key off. I can't remember which was which though. sorry.