I've recently bought a 1989 Hiace van. I've been travellin around for a few weeks without any problems.
The headlights stopped working one night and the relay heated up and melted part of the fuse board! I have taken the dashboard apart but can't find where it might be a short ciruit. Has anyone else had this problem?

I had a similar problem on a ford mustang, but it was due to the previous owners "Jimmy~Rigging" the headlights themselves. They made a ground wire from the chassis to the lights and after a time it because lose and shorted against the positive terminals on the headlight itself.

Have you tried inspecting the headlight fixtures and wires at the front of the car?