Thanks for the idea Brian, I am not sure how the electrical system works in that car, but it is certainly confusing!

One of the first things I did when the problem persisted, was pull the relays one at a time to see if it had any effect on the problem. Unfortunately pulling the relays did not seem to help. I pulled the relays one at a time, and the lights stayed on. I pulled every relay, connected the battery and the lights were on.

When you have more information I would really appreciate any more information you could give me in regards to the problem.

Thank you for your time.