Headlight switch connected to the ignition switch..?

[Peer]

Perhaps I didn't explain correctly what I'm looking for -- I would like to leave the light-switch in its on position (turned all the way to the right) where the parking lights and the headlights are on, and then when I'm turing off the engine and pull out the key, ALL the lights go off -- including the parking lights.

Since both my MX-5 and SAAB worked this way, I've now burned myself too many times draining the Boxster's battery.

Any help appreciated,

-- peer