Put the old cdi back in and check to see if the lights work. Or I would check for a disconnected regulator in the back near the cdi, or a grounded regulator wire or something to that nature. Yes the cdi has nothing to do with the stator lighting circuit, but if you only put on the cdi, you did something to disturb the wiring or something is messed up and not wired right in your harness. Those dyna boxes have extra leads that dont get used sometimes, also sometimes the emergency brake lead has to be grounded on the dyna for it to run right, but this still wont affect the lights.