You may need to have your starter checked. If the radio comes on, then its not the battery. Does the truck make a clicking sound when you try to turn over the engine. If it makes a click -click noise when you try to start, then its not your starter.
You more than likely need to replace the headlight switch. Lights not going out when turned off is a symptom of a bad headlight switch.
It really needs to be checked out but it probably is the headlight switch itself that is malfunctioning.
Some posts seem to point to the battery as the cause of the problem. Get it checked as this is a low cost fix. Others seem to blame the speed sensor.
Have you checked that the headlight switch is working properly?
have the alternator and the battery checked
Relates to the Odometer Codes on the Arizona Department of Transportation What_does_box_c_on_a_Arizona_car_title_meanDivision, Title Registration Application. It is a section of Checked BoxesA The What_does_box_c_on_a_Arizona_car_title_meanstated reflects the actual mileageB The Mileage stated is in excess of the odometer's mechanical limitsC The odometer reading is not the actual mileage. WARNING - ODOMETER DISCREPANCY
Did they also check the alternator as well as the charge on your battery (if it is more than a few years old, you may need a new one)??
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Relates to the Odometer Codes on the Arizona Department of Transportation Vehicle Division, Title Registration Application. It is a section of Checked Boxes A The Mileage stated reflects the actual mileage B The Mileage stated is in excess of the odometer's mechanical limits C The odometer reading is not the actual mileage. WARNING - ODOMETER DISCREPANCY
have you checked your fuses?
The battery does not have sufficient voltage to start the car when it's cold. Have the battery checked out. If it still goes click click after running the car for a while, have the alternator checked also. A bad battery will not hold a charge and a bad alternator will not recharge the battery, (That is the reason to have the battery checked first). Make sure the connections at the battery are clean and tight.
Try replacing the turn signal assembly. Everything is built into it.