Re: 2002 Ranger FX4, Parking lights will not turn off.
The fuse that feeds the parking/running lights is #33 in the underhood box.
It sounds like the brown wire is staying hot with the headlight switch off. The primary suspect is the headlight switch itself. If you remove the connector at the H/L switch and that kills the lights, then it is almost certainly a faulty switch. If the lights stay on with it unplugged, you'll need to look elsewhere.
2003 FX4 Level II, Supercharged 5.0L V8, Headers, Duals
BW4406 manual transfer case, Aussie Locker, Torsen L/S, 4.10's
Bilstein 7100 rezzies, Cadillac/Mustang rear discs, Duff traction bars
Keypad Entry, Lock LEDs, ABS switch, sway bar discos
Heated seats, Explorer EATC, Trip Computer and consoles
2003 XLT 2.3L M5OD-R1 reg cab beater, 2011 Taurus SEL, 2016 C-MAX Energi Plug-in Hybrid