Ok, so I tried what Danielsan said to do, ground the digital-speedo where the wire comes out and screws into the cluster, and the lights came on.
So if I understand this correctly, the digital speedo grounds out the illumination lights allowing them to turn on, so if the speedo doesn't work then the lights don't work?
*Edit*I just replaced the 1uF capacitor (the one that is primarily messed up) as per the instructions on:
http://www.nicoclub.com/articles.php?id=158878and the lights now work . It's late and my roommates window is next to the car, so I couldn't start it (disconnected exhaust) but when I turned on the lights the illumination at least worked. Is the speedo supposed to come on even when the car is off, but the key is turned to 'on'?
Modified by dstrcto at 6:04 AM 5/5/2008