Clio Headlight problem

Hi, I wonder if anyone can help. I have a 96 Renault Clio 1.4. I have turned the headlights off and the ignition and also removed all the fuses, but the headlights remain on. The only way to turn them off is to disconnect the battery. Does anyone have any ideas? (is there a relay and where is it hidden?) thanks. Tim.

It's most likley to be the indicator/headlight stalk that's faulty