OK here are a couple of options:
- Check your headlight switch and make sure it's not clicked in the fully anticlockwise position (this turns on interior lights).
- There is a dashboard illumination switch that controls the brightness. If it is pushed up fully, the interior lights will stay on. Lower the switch slightly until the interior lights go off. When doors are closed, if the switch is lowered, the lights should go off after about 30 seconds max, maybe less.
- Check the door jam switch on each door. The switch is located at the bottom of the door opposite the hinge. The switch is used to tell the car that the door was unlocked and to turn on the lights. If you pull back the door cover on the bottom (You do not need to remove the cover completely) and pull back that plastic you will see the plug for the switch down in that bottom corner. Just unplug one switch and try closing and locking the doors. If the lights still don't go off try unplugging the other switch and doing the same.
Don't stop believin and you'll be able to fix those lights any way you want it.