hi,
My '99 IS200 has just developed this fault too - a neighbour came round (twice - good man!) to tell me my lights were on...
The behaviour is rather intermittent - sometimes it all works as usual, but more often the headlights can only be turned off when the ignition key is in, and they come back on when I take the key out. And even when it appears to have worked fine, the lights might come back on a few minutes later!
I've pulled out the light blue relay with 'Light Control Relay' printed on the side, so now the headlights won't come on at all (the sidelights still work). I've a nasty feeling though that the fault doesn't lie with the relay itself - with the ignition key in, the relay still works.
Does this sound like the same behaviour anyone else has seen? Is it the fuse box in the driver's-side foot well I should be inspecting next? I've had more than my fair share of new windscreens over the last few years...
thanks,
Andy