How to connect multiple light fixtures to one switch?
Basically, you want to start with a switch.  You run a black and white wire in from the bottom  of the switch box (from the panel).  This will take the form of 12/2 or 14/2 cable. You run another 12/2 or 14/2 cable from the top of the switch box to the first light. You connect the black wire to the switch.  You connect the 2 white wires together, and then connect the other terminal on the switch to the black wire of the cable leaving this junction box towards the first light.  The ground wire should also be connected together in this manner, but to the ground terminal on the switch.  Each light will have a cable "entering" (from the switch) and "exiting" (away from the switch).  At each light you'll connect the entering and exiting black wires together, as well as 1 terminal on the light.  Do the same with the white wires.  If there is a ground terminal on the light, do that as well, otherwise just connect the incoming and outgoing ground wires together.  At the last light, just connect the incoming black wire to 1 terminal on the light, and then connect the white wire to the other one.  This method is called wiring in parallel, so if one light blows, the current can still continue to the other lights to light them up.  

Some other things to be aware of:

Most home wiring is either 12 or 14 gauge, corresponding to either a 20 amp or a 15 amp circuit, respectively.  The maximum "design capacity" is 80% of that.  Let's say you're using a 20 amp breaker with 12 gauge wire.  This circuit should run at no more than 16 amps.  Let's assume you're using 100 watt bulbs at 120 volts.  Using watts/volts = amps, for 600 watts/120 volts = 5 amps.  So this would work fine on a 15 amp breaker, depending on what else is on that circuit.  http://www.thecircuitdetective.com/ is also a superb reference for novice electricians to get an idea of how things work.

Something like this is what you're looking for the end result to be: