The lighting is calculated in the shader itself (if the shader was written to support it), so no, the built in lights will not affect anything with your shader.
You need to use a shader which supports lights. Usually the lighting data is passed to the shader by using a global variable. For example, if my shader uses the variable
lightPosition to calculate lights:
// global vars
float3 lightPosition;
// vertex shader, pixel shader...
You have to change that variable to the light position in DBP by doing this:
rem at the top of your program
null = make vector4(1)
rem --- SNIP ---
rem in your main loop, or wherever you want to update your lights
set vector4 1, lightX#, lightY#, lightZ#, 0
set effect constant vector effectID, "lightPosition", 1
Note that the shader remembers what position you set the lights to last, so if you don't move your lights anymore, you only have to give the positions to the shader once.
Run a forum search for the free shader package and for evolved's shaders. There are definitely normal shaders that support this.
TheComet

Level 91 Forumer - 9600 health, 666'666 keystroke power (*2 coffee)
Abilities: sophisticated troll, rage