I think you have connected the lamp up incorrectly - and you have bypassed the switch. You need to trace back the wires that go from the wall switch which will go back to the original ceiling rose connectors. One of the switch wires takes a red wire from the cluster, goes back to the switch and returns to the new lamp - this is the 'switched live. The other new lamp connection needs to be a neutral (black) and all should work on command. I can't stress the importance of doing this correctly though and I urge you to contact a sparky who will do this professionally. I'm not trying to patronise you here but you'll accept the consequences of shock and fire risk.
John
December 2007