Hello Mike,
Here is a little basic history and run down of the difference between a "DMX" cable and a "Mic" cable. First, XLR is just the type of connector (3 pin, 4pin, 5pin, 7pin, etc) all of them have different uses, but in the end XLR is just the connector at each end. So, to DMX cables. DMX stands for Digital Multiplexing...It is a digital binary singnal that the controler send out (one way traffic) to the light rig you are running (be it one light or a thousand) This signal is sensitive to out side interference. For example, if you have ever run a long cable between your speakers and your amp you might notice a slight hummmmm...usually ground lifting helps that issue, well what that is, is RF interference being absorbed by the cables.... DMX cables and Mic cables do the same thing. This interference causes the DMX signal to slow down or scatter making the lights jump around and do "phantom" things you dont want them to do. The solution was to change the internal shielding of the DMX cable itself. On the outside, the cable looks the same, and though i highly dont recomend it, you could use a mic cable in a pinch. But, to answer your question, the shielding is the difference in the cables. The industry is slowly converting from 3-pin DMX to 5-pin dmx, but for now, its best to get data cables for your lights and mic cables for your mics....
Now, back to your lights.... first step is to verify that every light is in slave mode, daisy chained together using (data) cables :-) at first just use 4 lights to make sure they are working. On the back of the lights, you have a data/dmx in and an out. two of those 4 lights have only one data cable plugged in....one has only data in plugged in...the other is data out... on the light that has the data cable plugged to the out, turn that light, only that light, into master mode.... The rest should sync up and run as slaves...if it is working, plug one light in at a time and go down the line checking they are in slave mode. If you have multiple (Master) lights, they start having issues. Let me know if this still doesnt work.