We just installed and the fan works but not the lights what could it be?

Double check your wiring. If the fan came with the light kit already installed there should be two power supply wires protruding from the top of the canopy. One is for the fan (usually black) and the other is for the light(usually blue.) If you have only one wall switch to control both the fan and light, both of those wires should be connected to the black power wire from your ceiling. If you have two wall switches, one for the fan and one for the light, you should have two power wires coming from your ceiling (usually red and black.) Put the fan wire on one and the light wire on the other. If the light kit came seperately and was attached tho the fan, double-check those connections. Often the small stranded wires will pull out from under the wire nuts. Same for the wires at the top of the fan. Hope this helped in some way.