I developed two XNA 4.0 samples showing how to build (in hlsl) points, spot and directional lights. As a bonus, i also added some others cool stuffs in the projects =P Check it =P. All samples uses the PloobsEngine as a base.
The Links for download are:
The samples uses the PlobosEngine, but you can EASILY reuse the hlsl light shaders. The project was made for a tutorial, so it is not optimized.
You can do wherever you want with the code sample =P