The dashboard lights come on when first turning on the lights, but then in a few second s the dashboard lights go out.

probably the headlight switch. also check the fuse panel. the dash lights should have their own fuse which if blown could indicate an electrical short.

probably nothing, other than your O/D light works.

At the year of this vehicle, I would propose that your dashboard light bulb for the security light might be burned out. Turn your key till just before your starter kicks in and for just a few seconds every one of your lights on your dash will turn on. If that particular light does not come on then you know what to do.
Good luck,
Phillip

replace the head light switch, also check to make sure the wiring harness is not burnt

If they go off then do not worry, the abs system has several things to check before it can give a systems good status(no light on).If the light is not on all the time you should be fine.It comes on when engine is cranked to let you know it is running a diagnostic.If the system finds a fault it will turn the light on.

first check your brake fluid..it most likely is low...ONLY add BRAKE FLUID in it NOTHING else...if it is low there is Only 2 reasons for it...one reason is you have a brake leakage..get it looked at...second is you need new brake pads or shoes

Generally, the maintenance light should come on for a few seconds, then go off after the car has started. All of the dashboard warning lights do this so driver can tell they are operational. (Should see brake light, low oil pressure, airbag warning, etc. Any of the lowly "idiot" lights should come on.)

As a test, turn the key on, but not to start. All of the lights should flash on for a few seconds, sometimes in sequence, then go out. Now, sart the car, some lights may come on and back off. If none stay on after a few seconds of engine running, you are probably ok.

Take a look at this PDF, it covers the details of the problem!

http://www.hmaservice.com/files/331/5002040/08-BE-004PDF.pdf

Here is a discussion of the same issue with some further details...

http://www.hyundai-forums.com/t19598-headlights-dim-when-braking-or-taking-foot-off-gas.htm

All vehicles I am familiar with turn on all dashboard indicators for a few seconds when the ignition is turned on; the check engine light should not be an exception.

change the fuel cap