W124 Rear Head Rests Won't Stay

I own a1993 300E-2.8 and recently the rear head rests just won't stay up. When the ignition is off, I am able to pull the head rests to stay up. Whenever I turn on the ignition key before cranking, the head rests will
fall back automatically. With the ignition on, I can never make the head rests to stay up. They just keep falling back.
I have check the head rest switch at the control console and there is nothing wrong with it. Even with the switch pulled out, the above funny thing still happens. Anyone got any idea on which part has gone wrong?
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I am sorry, in fact the head rests retracted (fall back) only when the engine starts.

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PinHooi Tee wrote:

AFAIK, The headrest restraints are vacuum driven. Check the vacuum solenoid valve, it is probably stuck open. (Can't remember the location, must look at my car later)
Regards, WS
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