First I must ask are you wiring them "in parallel" or "in series"? They must be wired in parallel. Begin by wiring one light to the switch and test it. One it works add the second and third lights in parallel with the first. When finished, you should have the three black wires all connected to the black source and three white wires all connected to the white source. In order to not twist 4 (black or white) wires together in one wirenut, you can connect the source black to lamp #1 black and to a jumper that becomes the source black to lamp #2. Then, connect the jumper to black wire on lamp #2 and a jumper to lamp#3. Make sure to have wirenuts enclosed inside of a junction box.
Just make sure that you follow wiring code for your area so that any insurance claims cannot be denied.
Most local hardware stores have an electrical wiring book for $2 or $3 that outlines basic wiring and points out some of the basic universal codes.