I have this car ford grand marquis 2009 model... every time I start my car it's always turn on the headlights.. I want to fix it.. what is the probably the solution for my problem...

Are you certain that it isn't the Daytime Running Lights?
On a vehicle that new, I'd recommend you talk to your local dealer to see if there's an option to turn off or disable certain lighting features, if that is what you actually want.
I would not recommend disabling what is considered a safety feature.