A little dimming of the lights when a large load is applied is normal.
By large load, I mean electric shower (the largest current draw in a normal house), electric hobs, kettle, toaster, large heater.
They pull a lot of current, which causes the voltage to drop on your main supply cable. You may also notice other symptoms, such as (in our house) the oven fan slows down, the boiler's pitch changes, the fridge motor "slows" slightly, etc.
However, if the lights dim so much that you start to bang into things, then you should get it checked out.
Ban-all-sheds will be along soon to tell us all that his lights never dim, therefore nobodys should, ever. Ignore him.
Out of interest, compact fluorescent lamps are much more resistant to the effects of these voltage drops. I have them in the bathroom, and notice no change in light level when the shower is on.