My lights stay on after i turn engine off

FROM this LINK:
www.oilchangerinc.com/automotive/detail.cfm?Make=Oldsmobile
1999 Oldsmobile Aurora ... 1999, 1998, 1996-1997.

To reset the "CHANGE OIL" light, turn the ignition switch to the "RUN" position with the engine off.

Yes its located on the lever on your left on steering column just turn forward twice for regular lihgts front ,tail,& marke will light up. other wise your car is equipped with daytime running lights and twilight sentinel witch will automaticly turn your lights on.

I think you can try a hid light, because of xenon lamp no filament, so won't produce for filament broken and discard of the problem, the service life is much longer than halogen lamps, hid xenon lamp life is equivalent to the average car use cycle of the whole running time.
http://www.chinasinoy.com/wholesale/auto-hid-xenon-light/

Tell rob to fix em right ****

The engine coolant temperature (ECT) is left rear side of engine

it could be the relay or the head light switch problem

remove turn signal switch by pulling off cover over steering wheel, and you will see 5 contacts at bottom of switch, clean these with computer cleaner spray from radio shak, and air blow dry. reassemble, job is done.

they go off after like 5 - 10 min

The door chime is a victim; it is just telling you the lights are still on.
The relay responsible for the headlights probably has welded contacts and will need replacement. If you know where the fuse box is located, you can temporarily disable the headlights by pulling the fuse and the relay (which should be identified) is probably also in the box.  

rate me fixya!