Are they driving lights or fog lights?
Not sure of the law in other states, but i'm pretty sure that fog lights must be wired thru the parking light circuit, and driving lights must be thru the high beam circuit.
Fog light can be mounted below the headlight level, and driving lights (i think) must not be lower then head light level.
Were you driving with them on all the time?
To answer you question, no i don't think there illegal, if you were using them right.