Replies above address merging lights so they do not delete the present lights that are already there. P7 and above allows for merging sets, and creates unique names. When I worked with Poser4pro I use to manually merge the two lights set via Notepad. giving unique name to the lights from one set to the other. This also must be done for the associated Camera Shadow lights and their parenting as well. I have done as many as 50 combined lights with this process, tedious, but it can be done! I am not sure what release this change came about, but that may be what you need to do with P6?
Best of luck!