As far as i know, the Lighting Style presets for the Lighting Effects filter in photoshop cs5 and earlier located in Plug-ins>Filters>Lighting Styles have no extension.
For photoshop cs6 and later, which has a new Ligting Effects filter, the presets are in Presets>Lighting Effects and do have a .ple extension, however they are not compatible with photoshop 7.