Electrical issue

I own a 2004 forester. Here is my problem: When I
turn off my car and even take the keys out, my tail
lights remain on unless I pull out the #5 10 amp
fuse from the fuse box. I checked the relay box
under the hood and checked the small fuses but
not the large (30 amp or larger). Anyone have an
idea on what it could be? I'm not very mechanical,
especially with electrical. Any help would be
appreciated. Thanks.