Lil help! Having Interior Light Issue
 

Someone lay some knowledge on me. I have a 2002 Montero Limited and the interior lights don't work when any of the doors are open. The dome light is on the correct setting for it work like this, yet it doesn't. The only lights that illuminate are the lights at the bottom of the driver & passenger doors.

Also, the dome light comes on when switching from the "*" to "ON" manually.

All fuses & bulbs are fine, so I'm wondering if it is a relay, but I don't know where to look if it is. Can some of you car guys point me in the right direction?

Thanks.