One more time.
Based on your info this is my best guess:
1) Power enters the outlet box. The black wire (b/w/g) connected to the other black wire (b/w/r/g) brings power to the switch. (if this is true then 1) the black wire in the switch is live when the switch is off 2) the black wire and red wire connect to the switch are in the same cable
3) disconnecting the two black wires in the outlet box causes the switch to go dead along with other things. If this is not true then the rest of this message is wrong)
2) The other black wire (the one in the b/w/g cable) entering the switchbox is feeding other circuits and the black wire should be live with the switch off.
3) The red wire returns the switched power to the outlet/receptacle. The black wire on the outlet feed your lights.
To set up what you want assuming you verified what I described. First diagram the circuit and verify my instruction before proceeding. I am not a electrican but have a similar circuit in my house. Use my advice at your own risk. if you do not understand the circuit call a pro.
1) Remove the wire nut from the two black wires in the outlet box. Check to see if they are live with the switch in the off postion. If yes proceed.
2) With the switch off verify that the red and black wires on the receptacle are dead. If yes proceed.
3) Turn off the power and then verify the power is off on the black and red wires in the outlet box. If yes proceed.
4) Remove the red and black wires from the receptable and join them together.
5) Connect a pig tail to the two black wire and replace wire nut. Connect pigtail to receptacle.
6) Turn power on and verify everything works as desire.