Hazard lights problem

I just got a 2001 Mazda Protegé a couple of days ago.
I wasn't told that the signal lights (and in turn hazard lights) weren't working prioperly (the hazard lights are on all the time unless I take out it's fuse)

I thought maybe the problem was related with the car's alarm (wich, from the looks of it wasn't working properly also since the alarm horn was disconected). I took out the alarm system thinking that would solve the problem BUT once I put the hazard light fuse in place they went off again.
This represents a big problem soince I can't use my signal lights whenever I'm driving

Any ideas on how to solve this on my own or do I have to take my car to an electro mechainc who'll surely chare me an arm and a leg for the job?

hope to read from any of you soon