my headlights won't shut off

I have a 1996jeep grand cherokee limited edition i don't know why but my head lights will not shut off
I have disconnected the battery and this has still not helped I have tryed the fuses and nothing, the blue highbeem light on my dashboard is on, the high beems are not on. if I flick my signal switch for the high beems they will turn onand off, but the blur light will not go away, after I turn my ignition off and have the sweitch for the lights to the off position and remove the key from the ignition the lights are still ingagaed. I don't know what is causing it someone told me it is a moudual.. if anyone knows why this would be happening and how I can fix the problum to turn off my lights please let me know