2004 Solara electrical problems

I have a 2004 Toyota Solara. On a night recently, when I turned the engine on, I noticed that the lights in the dashboard did not turn on. If I turn off the head lights by turning the lever to off position from Auto position, the lights come on. At the same time, the power window and the door lock switch on the passenger side have stopped working. I checked all the fuses and they are all fine. My owner manual and toyota.com have been of no help. Is it a blown relay, if so, how do I check it?