Help Battery keeps going dead!!!

[EDG08]

So today in MN we hit a wopping high of 5 degrees with about 6 inches of snow. By the way i put some winter tires on the 4.6is and it handels great!! (20x8.5 square setup) So my question is it started just fine this morning, and then at noon the battery was dead. I had a friend jump it and worked just fine. I went out again at about 3 and started just fine and then when I was ready to leave at 5 it was dead again. The one thing I notice is that my Park, Neutral, Drive, Reverse lights are not shutting off. I left it sit for about 15 minutes and when I went back they were still on (the ones by the shifter) everything else was off. So Im guessing that is what is causeing the issues, so how do I get those things off?
Thanks guys