In the UK if it's a new light in a kitchen or bathroom special "notification" rules apply so might as well get an electrician to do it for you.
In other rooms you may do it yourself but given that you have to ask here it may still be best to get an electrician to do it for you - probably much quicker.
You route live and neutral from a lighting circuit (not from a power circuit) to the place where the lamp will be positioned. From there you route live to the switch position (often on a wall) and pick up switched live back at the ceiling point.
The new lamp will connect to neutral and switched live.
Always best (essential) to include the Earth conductor at each point - even if the new lamp does not require an earth a change of fitting in the future may well need earthing as will any metal wall box (patress) for the switch.
http://www.flameport.com/electric/lighting_circuits/lighting_ceiling_rose.cs4
Good luck...
Peccavi, November 2009