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Which keys?? Home, Menu etc..? Tap them they should light up. Depends on your brightness settings.
I thought they were controlled by the light sensor...once they sense it is dark enough for them, they turn on.
FWIW, my phone is sitting directly under a light (at my work desk) with auto brightness on, and the keys are on.
are you rooted? if so what ROM are you running?
if you are stock, there may be an app that is keeping them off. i just dont know for sure. but when in doubt, reboot, if that doesn't fix it,factory data reset.
Look under Widgets, I think there's one for Brightness.
Try AdjBrightness it requires root but should be able to light up those softkeys for you.

Try flashing a CM7 based ROM, then look under the general settings in the CM settings. There are a TON of light settings. If you turn everything off your buttons should light up. If you turn on some of the automation, you may have to dig into the menus and set brightness levels, etc.
I can charge all the time (work from home FTW), so I leave my brightness set on solar flare mode, so my lights are always on. I know that on CM7 if you turn on some of the automation, the default has some thresholds set for the backlights. You may want to search around on XDA, too, I think there is a thread on how to set all that up.
Not saying that you should go to AOSP to fix the lights, BTW, just a troubleshooting step to make sure it is not the ROM or a setting.
Yeah I know you are rooted ...have you tried flashing a different rom to see if it is perhaps a software issue, I honestly can't tell you if mine work or not I dont pay that much attention.
I found the perfect ROM for myself & I ain't changing it. I'd rather not have my softkeys light up than have a different ROM.
Like I said, when I got the phone, which was never rooted, the softkeys were still not working.