The best way to connect lights on a pre-lit Christmas tree is to follow the instructions provided by the manufacturer. Most pre-lit trees come with a cord or wiring harness that you can use to connect the lights to the tree. Start by untangling the lights and making sure they are all working properly. Then, attach the cord to the tree, following the manufacturer's instructions. Generally, you will plug the cord into a power outlet and then attach the lights to the branches of the tree. Be careful not to over-tighten the lights as this could damage the tree.