Peugeot 306 HDI 3 door moonstone blue

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I have just bought a 306 hdi year 2000, had it about a week and when I was drive to work after about 20mins all the light came on the dash board and the radio went then came back on but I notice my head light had gone off so I pulled over, all the light were working indicators etc apart from the head lights? When I got the car home I checked the fuses they were all ok then I checked the bulbs and both had blown? The car has just had a brand new battery fitted also, I left the car over night and the next day I fitted the new bulbs but now they battery is flat?? Could the alternator have failed and blew the bulbs in the process any help please Thanks Brian