it is quite easy.....now lets see if i can explain it easy enough.

pretty much all you do is connect all the "black" wires together
then connect all the white ones together.
so use the wire you bought,cut it into pieces that will connect the wires from one socket to the next socket to the next and so on,and tape them up or use wire nuts..whichever.understand?if not say so and i will try to do better.maybe take some pics of my 4 sockets to help you out.

you may want to do 2 sets of 3 lights though because you don't want to pull exessive electricity through the cord