You will need to remove the retaining ring at the top of your 1995 Dodge Grand Caravan ignition switch. Slide the ignition switch out and remove the wiring harness. Reverse the process to install the new ignition switch.
The running lights will turn off when the emergency brake is on by tripping a switch connected to the emergency brake. Pushing in the emergency brake slightly will do the trick, but make sure you don't push in too far or you will be driving with the emergency brake on!