Thank you everyone. The lights go out now. Awesome! One last thing...I tried using the valet takeover, but I can't seem to get it to work. The instructions say that I have to press the remote for 1 second, then I should be able to remove the key and keep the engine running. I tried, but it doesn't do anything. The car just shuts off after I turn the key to off.
Here's the backstory: A couple weeks ago I tried to run the valet take-over by holding down the remote button for a few seconds while the engine was running with the key in the ignition, but I think that it messed something up (maybe I held it down for too long). After that, the remote start would run the engine for 10 seconds and cut out. I switched the engine check setting to off, and that seemed to fix it, until I reopened everything to attach the wires for the lights to go out (see previous posts) and maybe I crossed something, who knows, but after that, the remote couldn't even get the starter to run. Kept getting a low tach/low voltage diagnosis. The starter output voltage was good so I figured something got screwed up in either the pkall or the Avital. I decided to return the items and get new ones (actually got a better deal so it's all good). Plugged in the new ones using the wires and harnesses that I already soldered, and voila everything works beautifully.
Long story short, I'm afraid to mess around by trying the valet takeover as I believe this messed things up with the first one. It's so minor that I really don't mind, but if anyone out there has any experience with the valet takeover on the Avital 4X03 one-button, I would love to hear their input. Also, I would love to hear anyone's theories about what went wrong in the first place. Anyway, thanks again everyone. Your help was absolutely essential to my completion of this project. Best Wishes.
Let's do this!