Step 1 : Happend to me
I had an older set of 16 function lights, and I had a plan. I chopped off all the necessary wires to give me 4 channels. I had garland, with a wreath in the middle. The garland and wreath had white lights, the wreath also had green lights on it, and then I had a strand of 5 Candy Canes. It was working perfectly, and really looked nice. I then got the bright idea that I would put the other wreaths on the same circuit as the garland and wreath. I experienced the same exact situation. I had to go out and get more sets.
This works fine, but do be careful about overloading like Todd mentioned.