2006 Ford F 150 when the engine is running if I turn the headlamps on the engine cuts off

I think it could be the ballast but I don't know where to locate it could you help me get room

If Jim is right the alternator is an easy fix and would kill the vehicle. The lighting system per ford's diagram isn't tied into anything related to the ignition system, however if you have an aftermarket alarm on the truck that is tied into the lights it could be an alternate cause. Those light switches can't handle any load that is added to them for very long.

First, do not begin throwing parts at the problem. What is happening is when power is applied to the headlights, the signal to the PCM, BCM, etc. is being scrambled. The cause could be as simple as a defective headlight switch, or a bad ground somewhere in the lighting circuit. It could also indicate a problem with the ignition switch (not the ignition cylinder). If you know your way around electricity, you can bypass the headlight switch by unplugging the connection to the switch and using a jumper to turn on the lights.