Adern

Hey guys...When I switch the right blinker the arrow stays on and a weird noise comes from the fuse/relay box under the steering column!? When I switch to the left blinker it works fine. Is there a relay just for the blinkers??
The other thing is strange too. I went outside to check the locks only to find my rear lights on!!...No key in ignition...nothing left on!! I had to disconnect the battery.
Any info will help. Thanks.