If it has dim dip,the dim dip relay can stick in the on position, try removing the dim dip relay, they will then work as if it didn't have dim dip in the first place,& the lights should go out
jim, August 2010
If you are in the UK - first determine the make and model of your car and buy a Haynes Manual for it from Amazon - or Halfords - or even your local library.
The Haynes manuals have complete wiring diagrams in the back - you need to concentrate to be able to follow them if you're unfamiliar with the style of presentation.
It is unlikely to be a fuse issue - my guess is the light switch - but I know nothing.