Lights on 2002 BMW 745Li

We have to constantly replace the head lights and park lights why is this happening?

Asked by for the 2002 BMW 745Li
I'd start with a charging system test and see if the battery was properly assigned (programmed) to the car at the last replacement, if not that could create charging system problems which will have a negative impact on other electrical parts also, not only light bulbs. Originally this car came with an AGM (Absorbed Glass Mat) battery which requires different charging characteristics, that's why the battery has to be assigned for the intelligent charging system.
On modern luxury vehicles a battery replacement isn't a DIY process anymore and requires OE Diagnostic computer, otherwise you can experience electrical problems.
The other thing is: unfortunately there are so many low quality bulbs in the market from different manufacturers sold by part store chains. 
Try to find a bulb with LL letters after the bulb's number. LL means Long Life and they are a lot better quality, long lasting bulbs, they will come with a higher price though.

1 more answer
you might have your charging system checked for an over charge. this is one causes.