Try this......works everytime.....

1. Turn off the lights.
2. Turn off the engine.
3. Once engine stops, cycle the key from off to on for a second (ON...NOT START), then back off and remove the key.
4. get out of the car like you normally would.

The lights shouldn't be on. Basically the lights will stay on for a minute as a "courtesy" if they were on when the car was running..

By cycling the key, the car thinks the lights were off when the engine was running so it won't turn the lights back on.