1996 chevy zr2 s10 pickup's lights wont turn off?

my 1996 chevy zr2 s10 pickup's lights wont tuen off unless i either dont have the key in the injnition or if I take the fuse out. I was thinking that it maybe the door jam went bad, but not sure.

Are you talking about the headlights , you know you really must be clear in what lights you're talking about.I suspect it's the head lights and there is probably a bad relay and even if it's the interior lights if not a door switch it's probably a relay.