renault clio electrical probs?

my 1999 renault clio has a problem when i connect my battery there is a slight buzzing sound coming from in the engine and from behind the dashboard. when i try to start the car there is nothing also when i take the keys out of the ignition the lights on my dash stay on although the key is out. i,ve tried changing the battery but still not working i have to disconnect the battery so it does not discharge what can this be any ideas thanks