I just click on the gridded round icon in the bottom right hand corner(called the palette toggle).The animation icons at the bottom of the interface are replaced by the icons which are mirrored in the Create panel.If you left click on any of those icons they will be highlighted in your scene(provided you have any of those items in your scene).If you left click and hold on the icon then all the objects will be shown in a drop down box and you can either select all of that object or just one of that object.So in my long winded way I'm saying you can highlight a particular light exactly by using those icons at the bottom of the interface and move it idependantly of anything else in the scene.