As suggested before.........you need to learn more than the simple answers on the BB can provide...........Get a book on simple wiring if you plan to continue...........
The problem you have (from your short post) is that you don't have the proper wire in the ceiling......You need either a 3-wire connection between the two lights OR a separate 2wire run from the switch to the lamp-with-the-incoming-power.........Post again if you're game to try.......doug