headlites stay on

I have a 97 LeSabre Limited. I notice that as quickly as the ignition key is turned on, the headlites come on and stay on during the engine start process and continue to stay on after the car is running. I would rather they stay off untill I turn them on or at least stay off untill the engine is running. I checked with the dealer and he was no help. I also read the owners manual and again no help. It get's rather cold here and the car sits out. I would like to save the battery for starting and not have the starter operating with low voltage. Any help out there?? Thanx...Arnie