My break and third lights stay on all the time till battery runs down.

 

Check the switch on the brake pedal. When you take your foot OFF the brake, the pedal is supposed to push in the switch to turn off the lights. It might have come loose from it's bracket, or maybe the switch is just broken.

 

If you break light stays on you are screwed.

Of course if you mean brake light then, yes, check the switch on the pedal.