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What sort of settings are you using on the lights?

Ambient intensity set to 1 would light the scene entirely and you would barely be able to see the actual lights since everything would be fully "lit" already.  Is that the case when you have the ambient intensity at 1? 

In the example project you can place lights and configure them with a GUI by hitting tab if you have a light selected with the mouse.  This can help to understand what the settings on the lights do.  You can also mess with some of the light engine settings as well by hitting spacebar.