There should be 4 lights in the set. If so then the rear light should connect to the lights on the right and left. The right or left will connect to the front (depends on where the transformer is). The other side of the front and the remaining side light will connect to the transformer. The whole thing should look like a loop. Starting at the tranformer down one side to the rear to the other side to the front then back to the transformer. Couple questions. What company and type of neons do you have?
In Florida and I would imagine Georgia the red neons are illegal aren't they? If they are I would hope that you don't get caught running them on the road. If you are not sure call the local sheriff's office. Hope that helps.

RVM Short Shifter RVM Intake Pipe Full Kenwood System NX Neons "If you can read this, thank a teacher; If you are reading this in english, thank a soldier"