How do I fix my running lights staying on after I switch them off?

I have a 99, without a remote- so im not sure how that effects it but i do have auto lights. When in the off position it goes between DRL (reduced intensity low beam only) and ALL ON automatically. When in the second position it will function in ALL ON (reduced intensity lowbeam) and ALL ON (full intensity lowbeam) automatically. Then the last position is ALL ON (full) all the time. So i always keep it in the off (Fully Automatic) position. They turn off when I open the drivers door after turning off the car. When i turn the car on they don't turn on until i release the parking brake. (No its not a manual) Check your manual for fuses. Depending on the position of the headlight selector it may effect how long or when they turn off with the remote. You may have to push lock twice. Hope this isnt too complicated, hope it helps