No Dash lights (Instrument cluster) with headlights on

Doesn't anyone know why, when I put the car in gear (automatic trans), the dash lights go out with the headlights on? Since I don't have an owner's manual yet (I'm looking online for one) I'm thinking that the dimmer switch is set to off or there's something else going on....if anyone has any ideas on this, I'd like to hear them. Thank you in advance for your time and responses.