i can now set if particles emitter needed per pixel lighting via effects file, so this emitter will effected by scene lights.
the effect rendered with shader model 3, so i could gather more than one light and render the particles in one pass.
for example: if i create smoke particles and the particles goes through red light, the particles will get some of the red color from the light.
here is few screenshots:
left: unlit smoke, right: lit smoke