Headlight problem!!

I have a 2002 Malibu and the problem with the headlights is that they will not turn off after turning the car off and removing the key. This only happens at night. The swith is set on "auto". Can anyone help please??!!

Have you tried waiting? There is a 20 second delay after you turn off the car and the lights will stay on. This is supposed to be a safety feature to allow you to exit the vehicle at night, and keep the area illuminated.