Ah I see!
If you double click (or right click and select "Modify furniture..." from the menu) a piece of furniture, light bulbs are also furniture, then you should see something like this, depending on your operating system.
The "Angle (°):" is the rotation. Start off around 20 to 30 and increase from there.
db4tech
Forgot to say, you can also change the light size with Width, Depth and Height, the larger the light the softer the shadow, be very careful that a large light doesn't go through a piece of furniture though. If it does you will see a black or dark circle at the point of intersection. Plus shadows would become more noisy.
If that happens you can either move the light slightly or reduce its size a little.
