Is there something wrong with my headlight switch

It probably has DRLs. or daytime running lights. Turn your light switch off and set your emergency brake and see if they go out.

Try this: turn on the key then turn the headlight switch to the off spot and hold for about 2 seconds then see if the light turn off, they should stay off even after you release the knob then turn off the key. Once you turn on the key the system will return to normal. If it is DRLs they should turn off when the key is turned off.

Ok I guess I need to explain a little better. The switch has been in the off position since I bought the car a year ago. If I turn the switch to parking lights the headlights are still on. If I turn the switch to headlights they are still on. If I turn the lights to off they are still on. It does have DRLs, they are on during the day and the rest of the lights are out until it gets dark or I go through a tunnel long enough for the car to think it's night. I guessing there is something wrong with the switch.

It could be the BCM. Here's a diagram maybe it will help.

Mikeatpriestlake is right... If you want your headlights off while the car is running, the ONLY way I have been able to accomplish this is by turning my car off...apply parking break...then turning the car back on... This will work ..at least you can go to the drive in movies! Lol Also, I've recently uploaded my owners manual... There are ways to set your doors to lock a particular way such as, delayed lock etc .. You can tell which lock mode it's in by how many dings you hear after opening your door...haven't read much further but may be a way to customize the way your lights operate? Just a thought...

Putting the parking break does work. I don't understand what the point of an "OFF" position on the switch if it doesn't turn the light off. Where can I download the user manual? I have really been impressed with the Grand Prix. So much so that I am buying a 2002 GTP for more fun! Don't get me wrong my SE is a great sturdy fun car to drive but I've heard the 3.8 is a lot more fun. My son wants the SE to play with.

Jerry, I am sure there are places to download manuals. I am an old school dude, I like the paper books. Especially if I have to take them into the shop with me. I have had good luck with books4cars.com. I have gotten both owners manuals and repair manuals. Same with eBay. Most of the time don't even have to pay shipping. Good luck. Mike.