You should go to section 83.2.2 Radial Shadings of the pgfmanual (version October 25, 2010).
Here is a solution in which the color of that example is a bit changed and different center points
are used:
\documentclass{article}
\usepackage{pgf}
\begin{document}
% spheres definitions
\pgfdeclareradialshading{sphere}{\pgfpoint{0cm}{0cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.7cm)=(0.7,0.1,0); rgb(1cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfdeclareradialshading{sphere1}{\pgfpoint{0.5cm}{0cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.7cm)=(0.7,0.1,0); rgb(1cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfdeclareradialshading{sphere2}{\pgfpoint{0.5cm}{0.5cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.7cm)=(0.7,0.1,0); rgb(1cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfdeclareradialshading{sphere3}{\pgfpoint{0cm}{0.5cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.7cm)=(0.7,0.1,0); rgb(1cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfdeclareradialshading{sphere4}{\pgfpoint{-0.2cm}{0.5cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.7cm)=(0.7,0.1,0); rgb(1cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfuseshading{sphere}\pgfuseshading{sphere1}\pgfuseshading{sphere2}\pgfuseshading{sphere3}\pgfuseshading{sphere4}
\end{document}
This leads to:

To further customize the lighting you should play with:
- the coloring;
- the coloring position.
To be more clear, rgb(0.7cm)=(0.7,0.1,0);
it's saying that you want the color (0.7,0.1,0)
at 0.7cm.
Here is a slightly different example:
\documentclass{article}
\usepackage{pgf}
\begin{document}
% spheres definitions
\pgfdeclareradialshading{sphere}{\pgfpoint{0cm}{0cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.7cm)=(0.7,0.1,0); rgb(1cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfdeclareradialshading{sphere1}{\pgfpoint{0.5cm}{0cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.4cm)=(0.7,0.1,0); rgb(0.6cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfdeclareradialshading{sphere2}{\pgfpoint{0.5cm}{0.5cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.9cm)=(0.7,0.1,0); rgb(1cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfdeclareradialshading{sphere3}{\pgfpoint{0cm}{0.5cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.5cm)=(0.7,0.1,0); rgb(0.75cm)=(0.6,0.075,0); rgb(1cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfdeclareradialshading{sphere4}{\pgfpoint{-0.2cm}{0.5cm}}%
{rgb(0cm)=(1,1,1);
rgb(0.2cm)=(0.7,0.1,0); rgb(0.9cm)=(0.5,0.05,0); rgb(1.05cm)=(1,1,1)}
\pgfuseshading{sphere}\pgfuseshading{sphere1}\pgfuseshading{sphere2}\pgfuseshading{sphere3}\pgfuseshading{sphere4}
\end{document}
which gives you:
