You supply a live, neutral and earth across both lights in a chain.
Then were the incoming supply/feed is connected at the first light you put in a switch drop.
Look at this link http://www.diynot.com/wiki/electrics:lighting:single_way_lighting
drop down to
Using a loop in ceiling rose:
Then imagine another light fitted after the light shown, connected across that light with a Live, neutral and earth.
Hope this helps.
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