By default, the ShaderFX shader is bound to three lights.
Select the Material node in the ShaderFX editor. In the Maya Attribute Editor, the MaxNumberLights attribute allows you to adjust the number of lights that the shader is bound to.

In this scene are four lights of different colors. If you set MaxNumberLights to 4, all four lights contribute to the shader.

You can also choose to bind only a subset of your lights to your ShaderFX shader so that only those lights contribute to your shader.
To bind a subset of your lights to your ShaderFX shader
 beside the Lights attribute indicates that it can accept more than one input.
 beside the Lights attribute indicates that it can accept more than one input. 

In this example, only three of the four lights in the scene are bound to the shader: Red, Yellow and Blue. If you compare it to the image above, you can see that the green light is no longer contributing to the shader.
