You may have a pinched wire somewhere in the harness, or a wire may be connected to the wrong terminal. The only way to really know is to disconnect every wire in the head light and line test them for continuity. Also check to make sure the wires are connected correctly in the tail light housing and that your ground connections (Brown wire) are solid.
It sounds like a daunting task, but armed with a wiring diagram it isn't really too scary. Just take your time. If you have a digital camera take some pics before you start and as you go.
Edit - you might find this Adventure Rider article helpful. Lots of links to reference photos taken during the project. > http://www.advrider.com/forums/showthread.php?t=371963