courtney had the same problem with hers, in order for hers to turn off she had to put her turn signal lever in the left signal position when she turned her jeep off, but her fog light idicator light on the dash stays on. we have no clue what the problem.  it may be that the whole switch assembly is bad.

This is a common problem with the TJ's and it is usually related to the switch.  The have undersized contacts that fail with regular use.  You are actually lucky yours failed that way.  Mine shorted out when I was at work and couldn't see the Jeep.  Security called me to say the lights were going on and off randomly.  By the time I got out there the battery was almost dead. 

I heard you can find an aftermarket switch for around $50 but I don't remember where from – Check Jeep forum…  Or you could deep 6 the factory piece of junk and install your own switch and relay.  I can provide a link to a factory service manual for your Jeep so you can get a wiring diagram if you need it.