I am having the same problem. See the atached pic.
Open your fuse box behind the driver side shock tower (under hood). I've highlighted the green relay, this is probably your problem.
To verify, start your car, turn on the lights, Turn off your car and turn off the lights... if they stay on, tap the relay I've highlighted with the back end of a screwdriver (not too hard). The lights should go off.
Solution... replace it... I'm going today to pick mine up.
Let us know if it works.