Hi Guiness, mine had the same problem and ended up with a new hub with sensor being fitted (muckanic said he wouldn't guarentee just a sensor being fitted) and hey presto a month later the bloody lights came back on again, this time it turned out to be a warped brake disc so put drilled, vented and grooved ones on with teflon pads (cheaper than genuine parts) and touch wood the lights have started to behave themselves.
hi, mine had same problem, lights stuck on! took it to my garage thy put it on a machine, turned out to be front offside abs wheel senser, (70quid) i got them to change front discs at same time as senser fits behind disc,