sounds like the headlight control mudule
Directly behind the steering wheel.
At the front of the engine , towards the drivers side of the engine ( power steering fluid reservoir on a 1998 Mercury Grand Marquis )
Into the power steering reservoir.
where you turn on the headlights ... push the button
It is part of the power steering pump assembly.
Turn on headlights/parking lights and adjust dimmer control
fuse box under steering wheel
According to the 2001 Mercury Grand Marquis owners manual the fuse panel is below and to the left of the steering wheel , by the brake pedal , and has a cover on it
the fuse box on a 1991 ford grand marquis is located right under the steering wheel
If your headlights work, but your tail lights don't, your bulbs could be blown. It is possible that you have a shortage in your car.
check the bottom of the steering column
I was looking at the 1996 Mercury Grand Marquis Owner Guide and it shows that you can change each of the ( 4 light bulbs for the 2 low beam and the 2 high beam headlights ) ( the low beam headlights take bulb # 9006 ) ( the high beam headlights take bulb # 9005 )