Wiring of Double Switch for Ceiling Light and Wall Light

[matin1]

I am replacing an old double switch. One switch operates the ceiling light and the other switch operates the wall light.
I removed the old double light switch and did not make a note of the wiring.
There are two cables (Cable 1 and Cable 2) coming out of the wall. Each cable has one red wire and one black wire.
I did the following using the new double light switch:
Cable 1, I connected the red to COMMON and black to LI of the first switch. This operates the ceiling light and works fine.
Cable 2, I connected the red to COMMON and black to L1 of the second switch. I expected this to operate the wall light but this is not the case.

When I removed the old double switch, there was piece of red wire connecting the two switches. I think I need to use this wire.

Can someone help me and let me know how I should wire the new double switch.

 

[sparkwright]

When you wired it up without the link did you notice any other lights not working, including other rooms?

Are you sure the switch only controls one ceiling light and one wall light?

Are both lights definitely on the same lighting circuit (I would expect them to be).

If so, link from the red of the ceiling light switch to the common of the wall light switch. Now try each wire in L1.

Is there another switch in the room, providing two way switching?
If so, further info will be required.