Headlights of any type need to be properly aimed, or they're dangerous and ineffective. In most cases, each lamp must be aimed in two axes: left-right (horizontal aim) and up-down (vertical aim). Go here to learn how to aim most types of headlamps correctly. (link will open in a new window). Here are some diagrams to help convey the concept:

The blue arrows point to the low beam cutoff "kink", where the cutoff changes from horizontal to angled.
The white vertical lines indicate the x-axis of the centers of your headlights. European "E-code" headlamps should be aimed so that the cutoff "kink" is somewhere between straight ahead (right on the white vertical lines) and 50mm to the left of straight ahead, with the car on level ground 25 feet (7.62m) away from a vertical wall.

Your lights may look like this. They shouldn't, though. Both headlamps should have the same vertical aim.

One more thing to mention - it's difficult to adjust the right one as it's center is right in the middle of the beam from the left light. So, what you so is stand in front of one headlight at a time so you can see where the beam really is. When you do this to both sides you get a good idea of where they both are:

Standing in front of your left headlight.

Standing in front of your right headlight.