You could also parent lights to a prop, like a ball for example, and then move the ball instead of trying to grasp a light. Load a ball prop, set the point/spot lights to x,y,z 0 (so they should be where the ball is in the centre of the scene) and parent them to the sphere. Then just turn the ball's visibility off for the render.
Infinite lights can't be parented unless you first change them to a spot/point light, parent them and then change them back to infinite. By parenting infinite lights to a sphere for example, you could rotate the sphere and the parented infinite lights will all rotate too.