I'm not an expert and I'd be very happy for a real expert to correct anything or even rubish the whole idea....But.....
For those of you who feel confident to 'have a go' I've come up with a very simple circuit which can be made for about a pound and should light your switches up at about half power when your side lights are on and then full power if you switch any of them on.
This won't give you the buzzer alarm when you open your door but what's new.
The schematic is:

'R' is a power resistor which looks like:

D1-4 are 1N4007 Diodes which look like:

The components are all available from Maplin. Their codes are.
Diodes:- N78CA and cost 18p each.
Resistor:- either H10R if you are lighting 4 switches or H15R if 3 switches (the 10ohm one will do both but 3 lights would light a little brighter when off) Cost 46p.
The five components can be soldered directly together and should be housed in a small plastic box.
Note the polarity of the diodes; they will have a band marked around one end, that end goes to the bulbs, it doesn't matter which way round the resistor goes:
Edited by MINY, 21 November 2009 - 01:54 PM.