The wires loop from light to light - ceiling rose to ceiling rose. There will be a cable coming in - a cable going out and another cable going off to the light switch - unless its the last rose in the chain - then only two cables.
In the UK Older wiring is Red & Black - New Euro colours are Brown & Blue.
This link shows a ceiling rose in Euro Cloours with three cables
http://www.flameport.com/electric/lighting_circuits/lighting_ceiling_rose_looped.cs4
This link the older colours
http://www.flameport.com/electric/lighting_circuits/lighting_ceiling_rose_other_colours.cs4
Notice that the Permanent Live connection does not go directly to the light - Just In & Out & to the Switch
Notice that the Switched Live to turn the light on and off is on a wire that has the look of a neutral about it - but it isn't - when the switch is set to On this wire is Live. It should have a Red or Brown Sleeve on it as an indication that it's switched live.
At the ceiling - somewhere in the void you will need Four connections.
Permanent live
Switched Live
Neutral
Earth
If you're doing away with the ceiling rose you will have to use a terminal block to get the four connections.
Take care - Good luck...
Peccavi, March 2011