You will notice in the picture that Live does not connect to the lamp - three "live" wires all connect together - an in an out and one to the switch. These three live wires all need to be joined together.
It is not enough to just loop the three live wires together to get the downstream lights working - they need a neutral too.
You can make all the connections you need at the connector on your new light except for the three live conductors that you can put in a teminal strip (all in the same hole) well taped up and tucked into the ceiling void. This arrangement is quite probably counter to the regulations but many people do it - I am not qualified to give you this sort of dangerous advice so continue to take care.
P, June 2009