Hiya.
Not sure that's possible without writing your own importer. What I would do, is create a NULL object and place it where I have my lights. Name the NULL "light". When you import, it *should* keep the null "light" listed as a light.
Now, I've never tried this...but that is how it worked when I used QuArK for mapping; it could save .map, and when I imported it all the lights I placed were still there...but not listed as "light". But if I changed their name in QuArK first (by creating a special entity called "light"), then it imported as a default light.