Navigation Lights on When Key is On

My navigation lights (red, green and white) are on when ever the key is turned on. They work normal when the key is off - three position switch, off, running, and anchor white light only. New boat to me and I'm not real good with electrical. How would I go about chasing this down?
Ray
2006 390
Previous 2000 340
Comments
2004 Rinker 312, 5.0 Merc's, Bravo III, Lake Wheeler, AL