I just installed a new Harbor Breeze ceiling fan and dual fan/light dimmer, also from Harbor Breeze. Unfortunately, now I'm scratching my head... Do I have a bad dimmer switch?

Here's the problem:

1. The light will turn on only when the fan speed on the wall switch is set to high.

2. When the wall switch fan speed is set to high, the light dimmer functions perfectly. You can turn it off, on, and it goes through the full dimmer range.

3. But if the wall switch fan speed is changed to anything else, off, med, low1, low2, then the light goes out.

4. It doesn't matter what the fan speed is actually set to on the fan itself. For instance, if the fan is set to low, and the wall switch is set to high, the light still functions perfectly. Any other dimmer switch setting on the wall, and the light goes out.

What the...