1996 Chevrolet Caprice caution lights

My 96 caprice caution lights run it seems at all times when I start and go. When I turn on the park lights/headlights the dash stops blinking but I still hear it blinking. So I have been running with lights on at all times trying not to be a distraction in traffic. What could cause this and how do I stop/fix it? I thought it was the alarm because once I kill it and lock it up, it blinks for about 45 sec - 1 min then it stops. I'm confused here.