3Point LIght Set with UE2 set for fast render
This is a scene file, since I have no clue how to save lights with a light target any other way...
The Key Light is your main light. It should be 45 degrees off the camera.
The Fill Ligtht should also be 45 degrees off the camera, but on the opposite side of the Key LIght... and with about half the Key LIght's intensity.
The Back LIght should be diametrically opposed to the Key LIght. It separates the main subject from the back ground.