1998 sable - headlights won't shut off

[sammydog]

I have a 1998 sable wagon. The other day, I went to turn the lights on, when I placed the light switch to the parking light position, the headlights turned on, when I placed the headlight switch to the headlight position, the headlights remained on. When I placed the headlight switch to the off position, the headlights remained on. I have no dash lights and I have no parking lights. The only way to shut off the lights is to shut off the car, get out and lock the car with the key FOB. A double click on the lock button sets the alarm and the lights go off.
I have replaced the headlight switch. I have replaced every relay in the engine compartment. I have replaced most of the fuses in the engine compartment.
Someone told me that wires usually melt around the dashboard switch, this did not happen.
Someone told me it might be the GEM module. Does anyone know where it's located? The dealer wants $275.00 for one. I will pick one up in a junk yard before Ipay the dealer that kind of money.
Any help would be appreciated. Thanks.