Running lights wont come on

All my lights work as long as the switch is in the
head light off possition. when I switch the head
lights on,  The tail lights continue to work and the
signal lights. But my running lights will not come
on. I check both fuse boxes and found a blown
fuse under the hood. But when I replaced the fuse
the fog light and running lights and door time all
came on but do not shut off regarless of the key
position or anything else. And it frequently blows
the fuse. What could cause this and how can I fix it