Door Ajar

Nicole, most likely cause of your problem is the little electric switch (depending on make, model & year) located somewhere in your door jam, door, or door hinge, is sticking or stuck.

Good Luck

its a common problem with explorers its one of the door sensors I'm it shouldn't run your battery down thought on my 2000 xls if you leave the lights on they will shut off in 20 min. or so one way to find out witch door it is open each door on at a time and listen for the Sound when you open the door that the buzzer does not go off that is the problem door its only like a 12 dollar part

May also want to remove the factory grease from the door latches - it tends to gum up the integral switch for the courtesy lights.

I used carb spray (with proper masking against overspray) then relubed all latches with silicone spray lube.

No problems with courtesy since then

Check the rear hatch and tailgate if they are closed. A lot of times those are the culprit that peope forget about.

Spray inside the door latch with WD40 and then open and close the door a few times. It should go away.

I had to do this on my Mercury and it cured the issue.

Gerry