it is possible that a lamp my character follows when he is walking.
I need the lamp to show the reflection from his eyes.
How can I do that?
I do this often, call it an Eye Glinter 
The general method is use a Point Lamp (though this can vary depending on the type of reflection wanted) that is made a child of your character’s head bone so it will stay in the same place relative to the head, but still be movable when needed.
Then put the Eye Glinter on the same Scene Layer as the portion of your eyes that reflects the light (usually the whole eye ). If need be a Layer can be used for this alone. Then give the light two special properties in the Lamp settngs: This Layer Only, and disable the Diffuse button. This way the Lamp affects only the eyes, and does not add to the illumination of the eyes – only the Specular reflection is seen.
Depending on your camera position you may need to tweak the Eye Glinter’s location. It can be keyframed for this as well if need be.
Adjusting the Eye Glinter’s Energy adjusts the size & visibility of the reflection in the eyes. Other kinds of Lamps can give different types of reflections.
I think I know what you’re asking, sorry if I get it wrong:>) You can add an empty parent the lamp to the empty then parent the empty to the head bone or something and add a copy transform constraint to it. There may be a better way, but this is the way I’ve done it in the past and seem to work for me.
I guess I should have looked at the Join Date to see this was not a noob question, sorry bout that.
No need to use Emptys, you can parent the head bone directly to the Lamp. Using a constraint is more complicated than need be in this case. In any case you don’t want to use both parenting and a constraint as described, as they will likely conflict and maybe also cause a cyclic dependency.
Thanks if you look at my join date it looks like that I would indeed have to answer the question myself.
But I am still learning every day and have no 3D education at all.
I am using blender in my spare time but you certainly have a point yes
Although I have thought on using empty’s but it did not gave a good result for me.
Anyhow chipmasque method is working perfect for me.
Thanks.
Eye Glint ( nice name)
For me it was better to enable to diffuse and spectrum.
But it works great and is very simple.
antonvdh, I am in the same boat, learning what I can when I have time, welcome aboard mate :>). I just wish I would have looked into this 3d magic years ago, maybe could be doing it for a living by now.