The problem is damage to the control circuit board.
This damage happens usually when the lamps are removed or installed without disconnecting the oven from the power line first.
We regularly repair these boards for this very problem for customers from across the country for $32.50.
We have an important file called "safety.txt" which you can find by a doing a search for "microwave safety.txt" on Yahoo.com.
It's important information to consider before proceeding.
Comment by MicrowaveSvc, posted on Nov 05, 2007
I wanted to give an updated answer, since this is such a popular post:
The problem is almost certainly on the control panel, which we regularly repair nationwide for $39.95 postpaid.
This light failure often occurs when a bulb goes out and the filament shorts, or when the bulbs are removed or installed without first unplugging the oven from the power line. Either can cause such a failure on the controller.
This often can affect the exhaust fan operation, too. The lights and fan can be inoperable or stuck on.
If you or a friend decide to look into it, we have critical safety information and disassembly information at our site, linked here on Fixya: http://tinyurl.com/yzjozk
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