..look I'm in stealth mode

Ok so todays wonderfull disco problem, just got home from an interesting drive. I had to drive the last 2 hours with no lights. Being that its nearly winter and I live in Norway it was some what sporting to say the least. Just wondered if anyone had any ideas where I should look to find the elctrical problem. Normaly the side lights come on automaticaly here in Norway. Thats the part that has stopped working, you can turn on main beam, but no driving lights rear, side lights front or brake lights at all. However as an added twist when you take the keys out all the lights work when they are turned to the on position. I checked fuses under the wheel and no problem. I guess there is a short not telling the side lights to come on when you put the ignition but recognises there is no power when the keys are out, so you can turn them on manually...not sure if I'm making any sense. Anyone have any ideas? Thankyou for your help Jim

check the ignition switch sounds like the contact at the back of the switch is broken had the same problem on my old Golf GTi changed everything before I found out that it was the ignition switch.