Jose,
As far as them coming full on when you brighten them, the cheaper switches will do that if they were already off. Only some of the nicer (and more expensive) switches have "Soft Fade" which will dim the lights up when off. Otherwise the X-10 brand and many others will come full on first then allow dim and bright from there. As far as them dimming all the way to off, this was discussed in an earlier post. It turned out to be a bad RF receiver. If you have access to a new receiver I'd try that. (Go to Radio shack...if it's not that, take it back!) Keep us informed if this is not the problem.
Chris Couture