Why does the car shut off when I turn my headlights on

Hello, there is no sense to the car stalling when turning your lights on, unless you have a severely compromised charging system that is allowing the battery to discharge so much while driving that any additional draw on the battery (such as turning the lights on) prevents the engine's processor from having enough electrical power to run the vehicle at all. The warning lights coming on are likely as a result of the stalling issue.