please help me near side healight and back light stay on

hi i'm have trouble with the the near side headlight and back light. they keep staying on all the time. if i put the keys in and turn the igntion on the lights go out. what could be causing this. the lgihts work as norrmally apart fromthe the near side ones not wanting to go out. would it be the switch. please help me its doing my head in  

You sure it's not the parking lights??  They will stay on if the indicator is left engaged when the ignition is switched off.