How do I replace the dash board lights in a 2002 Hyundai Santa fe? Also How do I replace the Cabin Air filter?

To change the cabin air filter one needs to remove the glove box first. This is reasonably simple and involves a couple of screws, the rubber glove box limit pads, and a 10mm nut. The air filter is located in the heater assembly directly behind the glove box. The filter is removed by releasing the plastic clip holding the filter and withdrawing the filter forwards. (The filter is installed like a vertical drawer.). The Hyundai web site (www.hmaservice.com) has a good description.
For a 2002, you simply slip the black ring off of the glove box clip on the right, and pull the left side of the glove box in slightly so the rubber glove box limit pad will clear it's channel. That allows the glove box to open forward and gives access to the heater assembly directly behind the glove box. The air filter holder is held in place by four plastic clips that you squeeze together in pairs to release the holder. Pull it out like a drawer. Remove the old filter by squeezing the top and bottom (or front and back, depending on how you hold it) of the filter together. This will bow the white plastic sides of the filter so that they clear the four small, black plastic protrusions from the sides of the holder that keep the filter in place. Reverse the process with the new filter and you are done. Takes about 10 minutes.