1999 T- Reg BMW Z3 Roadster

I found that when the key was removed from the ignition the dash lights remained on and would not dim or brighten from the switch. Causing the battery to die. I removed the fuse No 31 which is labeled instument cluster,immobilzer,gas flow,computer etc rated at 25 amp quite alot on this circuit. The lights would then swich on and they would dim and brighten from the headlight switch so i gathered the headlight switch was ok. Any ideas what the fault might be which is causing the dash lights to have a constant feed??? Many thanks Matt