Hi again Crafty.. lol.. Don't mind the sometimes tongue in cheek answers as there can be alot of repeat questions from people just starting to use the software.
Sometimes it is best also to search through the older threads as many had the same question... I know because I asked this same question when I first started using SH3D myself.When you downloaded Advanced Rendering, you should have gotten light bulbs in your furniture list. Models of the lamps don't produce light by themselves, you have to add light bulbs.
You also have to "turn on" the light bulbs by rotating them with the angle selector in the Modify Furniture window. The angle of the bulb is the power of it's light... say you have a bulb turned to a 45 degree angle, that means the bulb is putting out 45% of it's light.
And yes, you do have to add many light bulbs to a room usually, here is my thread on this same question, it might give you more answers in addition to the tutorials. http://www.sweethome3d.com/support/forum/viewthread_thread,1656#6842
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He makes many good suggestions. And if you run into terms you don't understand, just come back to this thread and ask... 
I just remember when I was new to this software, and how much you, db4tech, and puybaret ( and likely wanted to pull out your hair ) helped me, so I hope to return that favor by helping others...
