my head lights will not go off. i turn them off by switch,they stay on. i pull the fuse, they stay on. i have to disconnect the batt for them to go off any suggestions

You have a open/short to ground somewhere it sounds like. I would trace all the wires in the circuit and see if you can find it.

where should i start at the lights? or fuse box?

i would say start at the wires comming from the head lights.