Ford Repair: Windows/Instruments/Lights wont work., amp fuse, fuse box

Question
I have a 2003 Explorer ltd. Yesterday after starting the engine, I noticed that the auto-sensing headlights did not come on (night time) and that the  radio did not come on as well. After checking other things, I found the interior lights did not work either along with the electric windows.

The headlights and radio work manually, but must be switched off manually. They will not go off after the ignition is switched off.
The instrument lights work manually, but all the instruments don't work.

It's as if the computer is not detecting that the ignition is switched on.

Answer
This is not a problem that I have seen before and could offer a quick diagnosis.  I don't think that "the computer is not detecting that the ignition is switched on", but it is probably a problem with the Accessory Delay Relay (all of the items you listed run through it).  It is in the Central Junction Box under the Driver Side Dash Panel, it is the third "large" relay.  Swap it with the one next to it (the Rear Window Defrost Relay) and test the system.  If it works, you have found the bad part.

UPDATE:
I just had a 2002 Explorer come in for a similar problem. It had a bad ECM (Cluster). The ECM goes bad and blows a small 15 amp fuse in the under-hood fuse box. You may be able to replace the fuse as a temporary fix. There is a Special Service Message out for Dealers on this concern.

I hope this helps,
Dave