What causes all your lights to blow out

There are numerous problems this could be. A broken/loose wire shorting to ground, a bad ground, failed electronic control module (ECM), bad switch, bad connections on the steering column. My point is you may be stuck guessing for a while. I would recommend taking it in for diagnostics. I'll attach a link to some trusted shops in your area. http://repairpal.com/mitsubishi-within-10-miles-of-atlanta-georgia-30311

Based on the limited information posted > First - Have the charging system (alternator) tested... It's pretty easily done with just a volt meter... You may have a car savvy friend that'll help out... Post test results before buying any parts.. Especially for this vehicle!