There are 4 modes to your headlight switch, 1. Off 2. Auto 3. Side indicator lights 4. main low beam headlights. (if you push/pull the headlight lever its high beam)
Go to where your headlights switch is, set that to off not auto. Off will turn off everything, with auto, the computer decides which lights shoudl be used based on the amount of sunlight during the day (there is a sensor in the car that detects that). The off will turn everything off, use that.