'95 Ford F-150 Headlights won't go off!!

Got home this evening and my wife discovers the headlights are on in my truck. Tried turning lights off with the head light switch. They would not go off. Tried dimmer switch and it won't work. Inside the truck was a hot wiring smell. Truck starts ok, so lights probably were not on long.
I ended up disconnecting the battery to get the lights off. When I
rehooked the battery, lights come back on high beam. Ended up disconnecting the battery for the night. Anyone have any idea of what could be wrong with it??
Thanks,
Dave F.

I'd check the fuse relays, make sure nothing is crossed. Beyond that, i have no idea, sorry i can't be of more help.

On my 96 F250, there's a separate relay for the headlights in a fusebox on the drivers side close to the firewall in the engine compartment. You could simply pull that relay out and switch it with the "HORN" relay (in my truck, all the relays are the same part number) and see if the horn stays on too. If so, just replace the relay.