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It sounds like you need a new turn signal switch. Mine does the same thing. I drive truck once and awhile so I'm used to having to turn off the signals by hand.
For your window, try pulling off the door panel and lubing the window tracks. If that doesn't work, the rollers may be flat spotted or the regulator might be shot.
I drive my truck everyday and my turn signal thing does'nt return either, I've been driving it for over a year now and turning it off myself has become second nature, I don't think that 73-39 trucks ever had that option, I could be wrong though.
Get the ford chilton manual. You would not believe how much it will help on the light problem. The wiring diagrams are life savers. I think mine was around $15.00 at the local parts store.
The problem with the T/S is either the plastic cam clips are broken or the spring steel that touches the plastic clips is broken.
For your sake, let's hope it is the latter
You have to get a turn signal switch for the truck. Depending on the year of your truck..you will have to spend between $70 and $130 dollars for it...I did it to my truck and you have to be careful because of the color diagrams on the new switches compared to your old colors..mine did not match up.
In order to do this, you have to pull the steering wheel off.
Excellent...I am glad I found this web site and people who have great ways to save money and improve the old trucks....looking forward to many more good info talks!