2001 Cabrio GLX: Noise that Wont Stop

You know the sound when you open up the door of the car. It doesnt stop while I'm driving. If I turn the car off and then turn the lights on it goes back on. Does anyone have this problem or know how to fix it? If it's just a simple fuse it would be a big help. This is just one of the many electronical problems I've had so far.

Steve

It should make one noise if you leave the key in the ignition & open the door. It makes another sound if you have the lights on & open the driver's door (key not in). Which is it?