All you have to do to 'turn them on' is unzip the compressed file into any folder and double-click it. A horizontal string of blinking lights will then appear, giving your desktop some holiday cheer.
There aren't many ways to tinker with the lights, but you can increase and decrease their opacity and change their color.
Christmas Lights is a really fun application for the holidays. After all, if you've decorated your house, why not your PC?