Paul is describing US wiring. The UK is DIFFERENT so take no notice.
What you have is a UK style 'Loop in' rose. The two black are Phase Neutral; one goes back to the consumer unit and the other one to the next fitting. (Which is why your lights go out when you part them.) The two reds are Phase Live. (They are permanently at live voltage - 230 v ac.)
Now here's the rub. You don't have an Earth (green/yellow) nor the two wires from a switch - a pair of red and black, the black having a red circle on it. The red connects to the two reds, goes off to the switch and back to the light fitting Live (Brown).
Normally you would connect the blue of the fitting to the two blacks, the brown to the black with a circle an earth the the green/yellow but you can;'t soi that because those wires are missing.
You may guess what I am going to say next. Get and electrician before you have an accident. Apart from anything else it is illegal in the UK not to earth a fitting that requires earthing.
t
July 2007