That is the "dim dip" resistor fitted to some T25's. If you put the sidelights on whilst you are driving it causes the main headlight bulbs to glow at ~half brightness.
Ah! So that's what it is. I though it was something to do with the headlights but would never have guessed that. I had notice that they glowed dimly and wondered why!
Now I have to find a method of reattaching it to it's bracket!
Thanks for the explanation John.