I had this problem before also. In fact i got the message just yesterday but it didn't stay on and everything looks fine. I wish i could tell you exactly what the problem was, but my car was under warranty at the time and the dealership fixed at no cost at all. I might call them though and see if they can give me a detailed explanation.
Now, what i just realized though after reading your post, is that the headlight problem explains why my bumper has not been the same ever since. I've noticed that both upper corners closest to the lights are sticking out a bit and on the left side a tab or two are missing! Obviously proper care was not taken when my bumper was removed and reset or they didn't care to fix it after the fact.
So, just be careful not to damage any tabs holding the bumper on.

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~ 2006 4.4i - Sterling Gray