So this started off as an intermittent problem,  I got home the other night and the side lights wouldn't turn off. A few cycles of the switch and eventually they turn off, the morning after having not driven the car etc I come out to the car and the lights are on.

Now the lights are stuck on, I've disconnected the light stalk and still they are on, is there a relay for the side lights? or any common problems with them. 

I have to disconnect the battery at the minute to turn them off, any advise would be greatly appreciated. Thanks 

That's a very odd one....sounds like a relay is latching in and powering the lights while switched off.

However, it could also be a wiring issue rather than a relay.
The first thing I would do is a 'wiggle test' to determine where (in the wiring) there may be an issue (such as a connector block).

Also, check other simple things like incorrect bulbs fitted which could be backfeeding the electrical system.