I have a 03 saturn vue and the security light comes on and off the dash lights do the same what could this be? and driving home tonight it died on me.

Most likely you have a door switch or hood/ trunk reading open. Check them first.

I know that when the security light comes on, it can shut down your vehicle. Here is a link to some info and ways to beats this problem

http://vatspasslockpasskeysecurityhelp.yolasite.com/

This is a common problem on GM vehicles since the mid 80's. The antitheft security system is notorious for failing. This then locks out either the starter or fuel injectors. (injectors in your case) The hard part is finding out why and what part is failing. The SECURITY light flashing is a "tell tale" sign of this problem and can ONLY be the security system. That is all that light is for. The cost to fix this system can be anywhere from 200 to 800 depending on the parts needed, plus mechanic trial and error along with hourly rate. You can fix this yourself with a simple bypass. Go to this link for info and DO IT YOURSELF solutions to this problem/

http://vatspasslockpasskeysecurityhelp.yolasite.com/

WHEN THE BATTERY LITE COMES ON THE DASH IT IS TELLING YOU THE VOLTAGE FROM THE ALTERNATOR IS WORKING, TO CHECK THE ALTERNATOR WITH A VOLT METER ON DC WITH THE ENGINE RUNNING YOU SHOULD GET A READING OF 13.5 TO 14.5 VOLT WHEN YOU TEST THE BATTERY TERMINALS IF THE VOLTAGE IS LOWER THEN 13.5 VO0LTS YOU ALTERNATOR IS BAD

It sounds like you have a loose ground wire. You should get it into a shop before it does some expensive damage.

there is one fuse that controls both the dash lghs and tail lights
look in your owners manual for the correct fuse location

the drl run off the headlight bulbs turn on your light hi and low beam and see if they all work i would bet you have a eadlight bulb out which will cause this concern,just replace the bad bulb and it will all work

Most Likely BCM Prob,very common

THE AIR BAGS TURN OFF AND ON BECAUSE IT GOES BY WEIGHT... AND IT ALSO GOES OFF WHEN YOU ARE GOING A LOWER SPEED AND WHEN YOU ARE GOING A HIGHER SPEED THEY WILL COME BACK ON.

Sounds like the fuel pump may be going out. By the way the power steering is electric in Saturn, so it does not require the engine to be running.