I'm wondering how to add an effect such as lightniing to a video,at one time I did it and can't remember how but normally the lighting with the black background just overlaps the video with no motion

You will find a tutorial on writing with lightning here
WVP - Adobe Premiere Pro Tutorials
It will give you some general pointers on using the lightning effect also.

I went and couldn't find anything. Basically I'm just trying to do keying or the bluescreen effect. I went into after effects help, and it sent me to a vid tutorial that show how to do it with the keylight option..But I don't have keylight on mine. I know I did it once by accident but I don't see how. Doesn't anyone on here know how to do it?

What version of Premiere are you using ?

In Premiere Pro 1.5. It's under

Video Effects
Render
Lightning

In the effect controls you can fine tune it so it's just how you want it.

I don't know how it's done in later versions of Pro, or if Elements can do it.

If you already have some lightning footage to use, and if the sky is black (or very dark) you can use the Luma key to make the sky transparent. (or possibly the blue screen key if the sky's blue, but maybe not as simple because of the blue light in lightning)

If you need to create some lightning, Ulead 3D Studio can be used for this. Make it on a green background, then you can key out the green in Premiere.

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Sorry I didnt specify I have after effects cs3. Can someone give me steps for doing it?

OK ON THE BOTTOM RIGHT SIDE CORNER THERE IS

INFO HISTORY AND EFFECTS

SO CLICK ON EFFECTS

THEN

VIDEO EFFECTS

THEN

RENDER

THEN

LIGHTNING

Not to sound stupid but this is in CS3 right? Cause I don't see any option for that. I can get a screenshot if needed. The lightning and lens flare work, but the beam or advance lightning cover the screen in black when i drag it over the video.

EDIT:ok I got it I just checked off the composite over original thing.