On the lower edge of the instrument cluster is the little rheostat knob which controls the brightness. Rotate that back and forth about 200 times, the carefully rotate it slowly until you find the "sweet spot" where the lamps stay on.
A lot of people ultimately just bypass the rheostat by soldering a jumper wire across it.
2004 C240 Wagon 203.261 Baby Benz
2008 ML320 CDI Highway Cruiser
2006 Toyota Prius, Saving the Planet @ 48 mpg
2000 F-150, Destroying the Planet @ 20 mpg
And remember folks, Only You Can Prevent Hilliary.