Check to make sure that both the lights and the walls are set to cast shadows.
Before Poser had IBL lights, turning off shadows made it possible to light scenery better using a few Infinite lights instead of many spotlights.
Not, that although IBL lights can cast shadows (treated as an Infinit light), this is rarely useful, and so the above doesn't apply to them.

The light limit is more likely to be imposed by the OpenGL implementation for your graphics card (usually 8 to 12 lights).
It should only affect the preview but not renders.