There're two sets of wires coming to the ceiling box. One is the power from the circuit box and the other is the wires coming from the switch. What wires do I connect? Every time I turn the breaker back on the light is always hot. The switch does not work.
The old light had the blacks tied together and the whites went to the ceiling fixture.

There're two sets of wires coming to the ceiling box. One is the power from the circuit box and the other is the wires coming from the switch. What wires do I connect? Every time I turn the breaker back on the light is always hot. The switch does not work.
The old light had the blacks tied together and the whites went to the ceiling fixture.

There are step-by-step videos on the sites for This Old House magazine and also The Family Handyman magazine. However, since your light is hot so quickly, you may need an electrician.

You first need to determine which cable is the power cable and which cable goes to the switch. If you have the light connected and it works but will not turn off, that is the power cable.

Connect the black of the power cable to the white of the switch cable. Connect the black of the light to the black of the switch cable. Connect the white of the light to the white of the power cable.