[holo]

This happens to me sometimes, and doesn't seem to be related to pushing two buttons at once like some others have mentioned. Also I don't run s2u2.

There is a fix to get them to turn off, however, if you aren't aware of it already. Turn the device back on, and touch your finger to the center button - don't push it just set it there (it will light up normally when you do this if the screen is dimming), and then turn the device back off. The lights will go out.