Headlights Will Not Turn Off on 2002 Saturn L200

The headlights will not turn off after turning the key off.
They just stay on and I must pull the HEADLIGHT fuses to shut off the headlights. I always drive with lights in AUTO position and never had a problem but now they just stay on.

Asked by for the 2002 Saturn L200
Work the manal headlight switch a few times on-off-on-off and so on.