Q: Headlights won't go off.

It sounds like you have a short in the wiring harness that goes to the headlight switch that is allowing the electricity to bypass the switch. I would recommend enlisting the assistance of a qualified technician who is experienced in electrical diagnosis to test this circuit with a digital multimeter. Once it is determined that there is a short, a portion of the wiring harness will need to be repaired. This can be done by simply adding electrical tape or could be as difficult as cutting out a piece of wire and replacing it with new wire. Either way, it is best to have this repair performed by a professional to ensure that the job is done correctly, comes with a warranty, and prevents an electrical hazard for yourself.