Lighting circuits are easy to wire. To control two lights with one switch, wire the lights in parallel. Connect the black fixture wires together and connect the white fixture wires together to form the parallel circuit. There are two ways to connect the light fixtures to the switch depending on whether the home-run cable, the cable bring power from the breaker panel, runs to the device box holding the switch or to one of the lighting outlet boxes. Run the home-run cable to the switch when it's closer to the breaker panel. Run it to the lighting outlet box when the lighting outlet box is closer to the panel and then run a switch leg over to the switch.
Turn off the circuit breaker or, if your home has the older Edison Base fuse box, unscrew the fuse controlling the circuit you will be working on. Remove an Edison Base fuse completely to be safe; don't just unscrew it far enough to break the circuit.
Remove both lighting fixtures from their lighting outlet boxes. Lighting fixtures are either secured to these boxes using two #8 X 32 machines screws or by a hex nut. In the latter case, use the lineman's pliers to remove the hex nut. Disconnect all the wires and set the fixtures aside.
Route a length of Romex cable from the first lighting outlet box to the second lighting outlet box. The easiest way to accomplish this is to work from the attic or attic crawl space. The National Electrical Code permits Romex to be run along the sides of floor joists when secured at intervals of no more than 48 inches by cable staples. The NEC also allows the cable to be run perpendicular to floor joists when passed through holes drilled through the joists. Drill all the holes so that the near edge of the hole is at least 1-1/4 inches from the nearest edge of the framing member. Likewise, when stapling cable to the side of a framing member, be sure to position it so that it's at least 1-1/4 inches back from the near edge of the framing member. These are NEC requirements.
Insert the cable ends into the lighting outlet boxes far enough for them to extend six to eight inches from the boxes. Remove the cable's outer jacket using the razor knife. Be careful to not damage the insulation on the individual wires.
Remove ¾ to 1 inch of insulation from the end of all the wires in both boxes. Cut one six-inch length of black wire, one six-inch length of white wire, and four six-inch lengths of bare copper grounding wire. Strip their ends as you did the ends of the cable wires.
Make up the pigtail splices in the first lighting outlet box. To make the hot wire pigtail splice, hold the stripped ends of the black wire coming from the switch, the black wire going to the second lighting outlet box, and the black pigtail lead together side-by-side. Twist the ends tightly together in a right and twist with the lineman's pliers. Screw on a wire nut. Repeat for the white, neutral wire and for the bare grounding wire. For the grounding wire, use two of the six-inch wires to make up the splice.
Attach one of the bare copper pigtails to the metal box by forming a loop in the end of it and placing it under the green grounding screw. Splice the black lead from the light fixture to the black pigtail lead. Repeat for the white neutral and bare grounding pigtail.
Make up the connections in the second lighting outlet box in the same way.
Follow Steps 1 through 5 of the first section above.
Make up the connections in the second lighting outlet box just as you did in Step 7 above.
Connect the black wire from the home-run cable in the first box to the black wire of the switch leg, the black wire leading to the switch. Splice the re-identified white wire coming from the switch to the black wire leading to the second light and one of the black pigtails. Pigtail the white wire from the home-run cable to the white wire leading to the second light. Repeat for the grounding wire.
Replace light fixtures on boxes. Turn on the circuit breaker or replace the fuse.
Be sure to apply for and get a wiring permit before starting this project. The NEC allows a homeowner to do his own electrical work, but he must pull a permit and have the required inspections performed just as if he were a licensed electrician.