Why whats wrong with driving it in the dark?

OK, sounds like the battery load is holding your lower wattage circuits in line. Now with your headlight blowing, t sounds like you may have blown the regulator during your "no load" experiment. Have that regulator checked, that's probably what's blowing your headlight.

The Guy at the Ski-doo shop told me that the battery was the regulator, and i asked him, if i put the battery in I shouldnt blow any more light bulbs and the guy said You shouldnt. The only thing you'd experience is the battery not being recharged because I may have blown the recharging whatever its called...

Im going to look at the wiring and fuses today and see what find...

Either that guy is dumb, or he used the wrong words.
A battery cannot be a regulator.
A regulator is supposed to keep the voltage from getting too high, normally taking everything over 14.4 volts and shunting it to ground, or to the system's return (negative).
The battery load helps soak up large wattage spikes. Without the battery, the wattage surges may have been too much for the regulator (or voltage controller), and it could have gotten blown.

The battery is now keeping the large wattage spikes from killing your smaller bulbs. Now if your regulator is blown, that would take out your headlamp.