This picture might help...
http://www.diydoctor.org.uk/project_images/ceilingrose/Untitled-1%20copy.jpg
The mistake most people make is not properly connecting Switched Live - marked 2 in the drawing.
Power goes off to the switch from the ceiling and comes back as Switched Live - may be turned on and off by the switch.
You need to identify Switched Live and connect this to the lamp (brown?) and to nothing else - just the two wires together.
The other side of the lamp (blue?) connects to the remaining Neutrals.
The usual ceiling rose normally has just 3 sets of cable - power In / power Out / power To Switch - you seem to have 4 sets - probably another ceiling rose on a spur.
Take care...Good luck...
Peccavi, February 2009