Thanks for your suggestion. Previously when i try to import simple design to 3DS MAX. I keep receiving an error stating that model cannot import. That the reason i posting here whether got any alternative way to export lights along the model .But oh well,as Emmanuel & Hans stated that "OBJ format doesn't support light". I think i will try to learn blender to add the lighting manually and do some texture baking before export again as OBJ format.

Jackie