If the light is constantly on and can not be turned off from the remote:
Remove battery from the remote. Turn power off to the fan/light at the wall switch or breaker/fuse box. Turn power back on.
On most remote control fans the light should not go on at this point (otherwise every time you lost power the light would be on full brightness when power came back on.)
If the light goes on full intensity I would be inclined to say the issue is with the receiver.
If the light does not go on immediately, put the batteries in the remote. If the light goes on instantly I would be inclined to say the issue is with the remote sending a constant signal to the fan to turn on the light.
If your fan has dip switch settings, and if your remote has dip switch settings near the battery, you could also change them both to be a different frequency than what they are currently operating on. This would rule out any possible radio frequency interference with the light operation.
Whether the problem is with the remote or with the receiver, you will need to contact a dealer who carries the brand of fan you have, try Home depot or Lowes.