Quazi, the Gradients.fx also behaves this way, as can be seen here:
But I really like PixelRebirth's solution. Elegant and not too processor expensive.
EDIT: Namre, I think you didn't use it to your advantage. Don't add the effect to one of the objects, but to the layer that contains the objects. Of course, there is still missing a "center"- option, to define the position of the light source, but that's no big deal to implement. However, I repeat that Pixel's solution is probably the best.