Problem with lights

I've created a model with 3ds max 5 and I've exported to .x fileformat.

I used Manged DirectX to load the file and render it, but all the materials are rendered in white color.

Here is the C# code I use to load the meses, the method I use to load is called LoadMesh and the one which renders them is called DrawObject. Can somebody help me thanks:

/* Author: Eduardo Fonseca B.
* Create on: 23.October 2005
* <comments><comments>
* <changes>
* Author   Date    Description
* </changes>
* */
using System;
using System.Drawing;
#region DirectX-References
using Microsoft.DirectX;
using Microsoft.DirectX.Direct3D;
#endregion
namespace FrameWork.Meshes
{
/// <summary>
/// Summary description for CMesh.
/// </summary>
public class CMesh : FrameWork.Objects.CObject
{
  protected Mesh objMesh;
  protected Material[] objMaterials;
  protected Texture[] objTextures;
  public CMesh(Utilities.CShapeProperties[] pobjCoordinates):
   base(pobjCoordinates)
  {
  }
  public override void AutoMove(float pfXMovement, float pfYMovement, float pfZMovement, int piMovementInterval)
  {

  }
  public override void DrawObject(float pfFormHeight, float pfFormWidth, ref Device pobjDevice)
  {
   this.SetupCamera(pfFormHeight, pfFormWidth,
    ref pobjDevice);
   if (this.objMesh != null)
   {
    pobjDevice.RenderState.Lighting = false;
    if (this.objMaterials != null)
    {
     for (int cont = 0; cont < this.objMaterials.Length; cont++)
     {
      pobjDevice.Material = this.objMaterials[cont];
      pobjDevice.SetTexture(cont, this.objTextures[cont]);
      //pobjDevice.Lights[cont].Enabled = true;
      this.objMesh.DrawSubset(cont);
     }
    }
    else
    {
     this.objMesh.DrawSubset(0);
    }
   }
  }
  public override void Rotate(float pfXAxis, float pfYAxis, float pfZAxis)
  {

  }
  protected override void Rotate(ref Device pobjDevice)
  {

  }
  public override void SetupCamera(float pfFormHeight, float pfFormWidth, ref Device pobjDevice)
  {
   float fFieldOfView = 45.0f;
   float fAspectRadio = pfFormWidth / pfFormHeight;
   float fZNearPlane = 0.0f;
   float fZFarPlane = 1000.0f;
   //pobjDevice.RenderState.Lighting = false;
   pobjDevice.Transform.Projection =
    Matrix.PerspectiveFovLH(
    fFieldOfView, fAspectRadio, fZNearPlane, fZFarPlane);
   Vector3 objCameraPosition =
    new Vector3(11.637f,11.637f,11.637f);
   Vector3 objCameraTarget =
    new Vector3();
   Vector3 objCameraUpVector =
    new Vector3(
    0,4.0f,0);
   pobjDevice.Transform.View = Matrix.LookAtLH(objCameraPosition,
    objCameraTarget, objCameraUpVector);
   pobjDevice.Transform.World = Matrix.Scaling(0.2f,0.2f,0.2f);
   /*pobjDevice.Lights[0].Enabled = true;
   pobjDevice.Lights[0].Commit();*/
   //pobjDevice.RenderState.Ambient = Color.Yellow;
   /*pobjDevice.Lights[0].Type = LightType.Directional;
   pobjDevice.Lights[0].Diffuse = Color.Transparent;
   pobjDevice.Lights[0].Direction = new Vector3(0,-1,-1);
   pobjDevice.Lights[0].Commit();
   pobjDevice.Lights[0].Enabled = true;
   Material objBoxMaterial =
    new Material();
   objBoxMaterial.Ambient = Color.White;
   objBoxMaterial.Diffuse = Color.White;
   pobjDevice.Material = objBoxMaterial;*/
  }
  public void LoadMesh(Device pobjDevice,
   string pstrFile)
  {
   ExtendedMaterial[] objMaterial1;
   EffectInstance objEffectInstance = new EffectInstance();
   Mesh objTempMesh = Mesh.FromFile(pstrFile,MeshFlags.Managed,
    pobjDevice, out objMaterial1,ref objEffectInstance);
   if ( (objMaterial1 != null) && (objMaterial1.Length > 0 ) )
   {
    this.objMaterials = new Material[objMaterial1.Length];
    this.objTextures = new Texture[objMaterial1.Length];
    pobjDevice.RenderState.Lighting = false;
    for (int i = 0; i < objMaterial1.Length; i++)
    {
     this.objMaterials Idea

= objMaterial1 Idea

.Material3D;
if ( (objMaterial1 Idea

.TextureFilename != null) &&
objMaterial1 Idea

.TextureFilename != string.Empty)
{
this.objTextures Idea

= TextureLoader.FromFile(
pobjDevice,@"..\..\" + objMaterial1 Idea

.TextureFilename);
     }
    }
   }
   this.objMesh = objTempMesh;
   //return objTempMesh;
  }

}
}

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