If not you can check your ground connector inside the head light. For some reason the ground wire burns out and leaves your lights dead. Probably the loose connector contact and the high amps (ground for fog,high and low beam) are the problem. The picture shows my head light (upside down). My 2004 reacted just like yours.
By the way, all the lights get ground only thru the brown cable from connector X9010 (ground=brown, fog=greyblack, high beam=white/yellow, low beam=white) under the upper front trim panel (disconnected cable in picture).
For more electric trouble shooting the diagrams from Mac-Pac are a helpful tool http://www.mac-pac.org/tech/electrical-diagrams/
What can be done to prevent this from happening?
I believe the R1100 didn't have the light circuits fused. On the R1150 every light (low, high, fog) has it's own fuse.
Bill, did you have a chance to check your bike?
The model difference seems to be correct.
However the burnt ground cable at the head light happened on my 2004 RT WITH fuses.