03 Tracker Headlights won't turn off

i'm trying to solve the 'mystery' for my mother-in-law, as to why her headlights won't turn off, on her '03 Geo Tracker. the only solution that her husband could come up with, was to pull the "fuse". i've read several places on the WWW where when the headlights WOULD NOT TURN ON it was a result of the DRL relay or the switch itself. i have not been able to find anything consulting the problem where the headlights CANNOT be turned off. i'm thinking to start with replacing the relay. when the relays fail, do the fail in a normally closed situation? any thoughts?