headlight problem

tell me what yall think this sounds like. When ever i go to shut off the headlights in the jeep they wont go out, unless the key is turned to the on position. Or i actually turn the vehicle on. Then i thought there might be some sort of time delay so i let it sit for a while and the lights turned out. Then i turned them back on and tried to turn them off and they went right out. I also hit the brights with the engine off and the key in the off position, and they stayed on as well. I then tried this with the key on and the lights went out. If any one can understand what i just said please help me out, im tryin to sell this thing. Thanks

scott

The head light delay is working as it should.
To turn the delay on you just turn the key off first then the lights.
I drove my 87 for 6 months before I found it.
I had the hood up ready to disconnect the battery when they shut off.
The time starts when the last door is closed also.

If the lights don't go out in a reasonable amount of time the time delay feature may have gone bad in which case you'll just have to turn your lights out before you turn the ignition off or replace the relay.