2000 Chevy Silverado Headlights

My headlights on my truck have gone out and only the headlights, a security message appears on the message center I found it was a blown 10A fuse so I replaced it and the lights worked but then as I was driving they went out again and then when I replaced the fuse it blew as soon as I put it in with the key off. Now when I put a fuse in the lights stay on no matter if the truck is off or on, also there was a smell of hot wires in the cab before they stayed constantly on. Where should I look for the problem?