basically what is happening is that maya is applying the move to the parent object and then the child object.
Are the objects grouped or parented together? What you may want to do is unparent everything, move it into position and then free transforms and if you can delete the history. Then parent the objects again. Sometimes it is to do with now you parent the objects together. I've had it before but what I do is test each parenting as I do it and check that it works ok before carrying on.
It's a pain but it works.
Parent the spotlight to the lampshade geometry rather than the IK handle. That should do it
Alan
Technical Director - Framestore
Currently working on: Your Highness
IMDB