Why did my headlight relay mdoule melt?

I turned off my car and when I went out about 30mins later, I noticed that my headlights were still one and wouldn't turn off. I took it to a repair center and they opened the hood and saw that the hdm module was melting and you could smell it burning. The hdm module was replaced and went for a short ride today to make sure everything was okay. I pulled over to check the module and notice that the fuel pump module was warm, the fan module was warm, and the healight module was warm. What is causing this to happen? I did notice that when I open the hood there is a good amount of heat coming from under the hood.