The special keys are handled by pbbuttonsd, a daemon.
You should probably edit /etc/pbbuttonsd.conf in order to uncomment the Brightness initial level. The example show below shows how I did this:
Brightness = 6 ; initial brightness level
I installed this package and set it to load when I login, it raises a nice gtk window whenever I press one of the keys. Even so I still like the transparent Mac OS X equivalent.
It is a tabbed window where you can change all the different settings.