Plus I noticed that the exhaust brake is on 100% of the time. Under the dash I found a wire with a push on connector that is labeled exhaust brake but not hooked up, is that ok ?

check the brake pedal switch. It will be up under the dash mounted on a bracket. the button of the switch is pushed in by the lever of the brake pedal. There will be a multi wire connector. One wire should have power all the time. One of the other wires should have power with the brake pedal depressed. if no other wires power up than the switch is bad. Rotate it i believe counter clockwise to disengage from the bracket.

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Check the brake light switch, it is located under the dash above the brake pedal and is actuated by the brake pedal arm. You should have 12 volts to both sides of the connector when the pedal is pressed and to one side when it is not pushed. If no voltage is present check the fuse for the brake lights and also the wire at the connector fro being broken inside the insulator at the hard shell plastic shell of the brake light switch connector.

BRAKE LIGHTS AND SHIFT LOCK
Look under the dash, on the brake pedal arm. There are one or two switches that activate brake lights and/or shift unlock. Check for loose mounting nut or a missing rubber nubber. Is the brake pedal coming all the way back up? Look on the floor for something not usually found there. These switches are adjustable and it may be as simple as adjusting them. Have a helper look for brake lights on and shift lever unlocked while you push and release the switches with your finger. Depress the brake pedal to get it out of the way. Remember to set the park brake first. Could just be a bad switch or loose connector. Check fuses and the bulbs. Is shifter fully in Park?

Ford's factory supplied brake controller harness end can be found loosely stuffed under the dash, usually just above the driver's right leg. A Ford harness has a rectangular shaped connector.
Simply connect the brake controller harness connector into the vehicle connector. Zip tie the harness wires to another harness to prevent the wiring from hanging down near your feet.
I hope this helps.

Most likely is the brake light switch under the dash. This is a plastic button that the brake pedal depresses when you're not pushing it down. This little swtich is easily replaced. Buy a new one and see if it comes with a plug connector. If so, follow the old one's wires to the connector and switch them out. If no, cut the old one out and splice in the new one using solder/electrical tape (recommended) or wire connectors/electrical tape, or twist-tie together/lots of electrical tape.

Replace the Blower Resistor. (About $12).

The resistor might be good; I have found that the terminals corrode, create resistance and sometimes melt the connector (About $100). Check the resistor before replacing it! If the connector gets fried, solder pigtails onto the good resistor and use Marr connectors to attach the pigtails to the existing wires,

no theres a switch its just way up in the dash.check fuses if it has a trailer hitch chec to make sure the trailer plug splices or connectors are good.there are fuses under the hood also. check every fuse not just one that says brake light some fuses feed other fuses
are you sure the bulbs didnt burn out one at a time and you just noticed it because the last one burned out?

Try checking the fuse first. If it's ok there is a brake light switch on the steering column under the dash, or on the master cylinder under the hood. If it is on the column check that the wire isn't loose or the switch came loose. You should be able to unplug the switch and take a short peice of wire and jump it between tne connectors. There should be only two wires to it. If the lights work change the switch.

Their should be a 6 pin conector that only 4 pins are used somtimes a 5th wire is installed for illumination, don't worrie about using that one. The connector is located in one or two different spots, the most popular place is under the dash on the drivers side just below the steering column the connector is grey. The colors are black or red / blue / green / white and sometimes a small black or brown wire is for illumination, don't worrie about that wire. Their are wiring harnasses for sell to hook the brake control through the conector, but if you do not want to buy an adapter hook the wires as followed: Vehicle Brake Control
Black or Red Black
Blue Blue
Green Red
White White
Black is power in to the brake control
Blue is the trailer brake feed
Green is brake signal
White is Ground for the brake control

I have a 95 cavalier and am currently replacing the pcm. It isn't located under the dash. It is in front of the right wheel. You have to jack it up remove the right front wheel, and splash guard. I also suggest removing the bumper for easier access. You may have the remove the horn assembly to remove the pcm. I ended up bending my because well I'm lazy and my horn was going to be a pain in the **** to remove plus it didn't work. You should see 2 or 3 wire connectors coming out of it. Make sure you label them before removing them. They should be label anyhow but just incase.