The hot/live/phase wire should be the one that runs through the switch on your lights, if there is one. If there is no switch or dimmer, then it doesn't matter. This picture will help you determine which prong on the plug is which:

http://en.wikipedia.org/wiki/File:Th..._plug_(UK).png

Note it'll work the other way around, but even when the lights are off they will be at 230 V, which can make for dangerous situations.

If you're unsure about this, pay a qualified electrician or lamp shop the 10-15 pounds it should cost to have them do it. Better to be out 15 quid unnecessarily than start a fire or get a nasty shock.