I think I may have an idea about what is going wrong!?
To install the lights, don't use.
"Import furniture..."
Instead you need to use
"Import furniture library..."
You should then see a directory called "Light bulbs" [:)]
As seen in this image.
Hope this helps!
PS: Just tried making 4 walls then adding a door and a window, then moved the walls, no extra walls are created.
db4tech