Headlights will not turn off after the key has been removed.

2001 F350: Headlights will not turn off (the tail lights do turn off) once the key has been removed from the ignition, what can cause this malfunction?

When the headlights were on (after turning off the truck and removing the key) I pulled all of the relays, one at a time, and the lights did not go off. I disconnected a resistor near the drivers side headlight and the lights went off. I'm not sure what the resistor is for (perhaps the Daytime Running Lights - DRL). I don't believe it is the resistor because power is being fed to the resistor from somewhere.