It's the daytime running light (DRL). It's only on when your lights are off. It turns off when you turn your lights on. There's probably a mod to make it turn on all the time though.

Google search:
how to keep drl on all the time

 

i wonder if it something you have to wire in then because i just tried that. I got these light and just spliced off the old foglight wire so maybe i did it wrong but i couldnt find a fog light wiring diagram.

 

Try with the car on, lights off and the handbrake down, to turn on the DRLs. The DRL won't turn on when the handbrake is up.

The above picture looks like you have the parking lights on?