The camera will meter off of different things to try and get what it thinks is the correct exposure. Your best bet is to go manual to get Christmas lights and dial in the aperture and shutterspeed until you get the look you want.
My questions are...
What mode are you shooting in?
What lens are you using, and at what aperture?
What was your shutterspeed and ISO in the shots?
I strongly suggest picking up the book Understanding Exposure. It is a really great book that explains the basics of photography in a way that is really easy to grasp. My own copy got loaned out a lot, and is now my dad's copy. I found it so useful I bought the latest edition just to have it on hand. There is a review on the forum:
Understanding Exposure