How do I wire two lights with a switch?
Here's a quick ascii art diagram of what you need to have:

Power source       First Light   Second Light   Switch
   |  |               |   |         |   |        |  |
   |  |               |   |         |   |        |  |
   |  + white/neutral ----+---------+   |        |  |
   |                  |                 |        |  |
   |                  +-- red/switched -+--------+  |
   |                                                |
   +------- black/hot-------------------------------+


Between the second light and the switch, you can run a 2 wire line (just replace the red line with the white and tape the ends of the white with black tape to indicate it's a switched hot). However, between the first and second light, you'll need a 3 wire line to handle the hot/neutral/switched combination.