Be sure to turn off the lights when you leave the room.

Literal

Room [object-を] exit [when-ときに] [topic-は], surely electricity [object-を] turn-off [please-てください].

Uses 電気 (electricity) for lights and 必ず (without fail) for emphasis. Japanese uses 明かり, 電灯, and 電気 somewhat interchangeably for room lights, though 電気 is the most colloquial choice in everyday speech.