Okay, like everyone before me said, you use Blizzara on all the lamps and a chest appears. It contains a Firaga-G. If you come back later and once you get Blizzaga and do the same thing again, a chest will appear containing a Holy-G.
I've found that it's easiest to cast the Blizzara/-ga on them while in midair, which you accomplish by opening the magic menu and having Blizzara/-ga ready to select, then jump and cast.
I hope that clears it up!