Might need to check your fuses under the hood. If you have the basic manual it has a listing of what they all are. There are a couple different ones for separate sections of the dash lighting. The cluster is one and the center is another, can't recall the exact setup ATM. Post what you find or if you don't have the book. The forum search tool may lead you in the right direction as well.

Edit:: Reading back through the question this may not help if the only lights out are in the radio itself, that would most likely be an issue with the unit.