Ill bet that your problem is the daytime headlight module, ive seen this before on a few other jeeps. the headlights just stay on no matter what you do, try unplugging the module and see if the lights turn off, it should be (standing in front of the jeep with the hood open) on the far left upper corner, near the heater motor, its a lil black box with about 7 wires going to it.
Jimmy