My brother and I were hauling fire wood across Millinocket Lake to our remote cabin on the back side of the Lake. We hauled a total of six trips in a side by side ATV with tracks on it. We started hauling wood at around 1 PM and each trip averaged 90 minutes round trip from our truck full of wood in the Black Cat parking lot, cross the lake (5-6 miles), unload the ATV and return back to the truck for more wood. It got dark around 6 PM and the sky was clear and the moon was large and bright. Millinocket Lake sits in the shadow of Mount Katahdin (the tallest point in Maine) and I recall that the moon lit the mountain brighter than any night I had seen in the past. We started from the parking lot with our final load of wood about 9 PM. It was a cold clear night and my brother and I had been trading off who was driving and it was his turn to drive while I rode in the passenger seat. The ATV we were in was traveling at a speed of about 15 miles per hour and about 2 miles across the lake I noticed a yellow light next to us about 50 feet about the tree line. I first thought this was an odd star. Than I realized that it was in front of a mountain. The light then shot a spot light down on the shoreline of the lake for roughly 2 seconds. I alerted my brother and he then turned his head and watched the light as it followed right beside us the rest of the was across the lake. When we got directly in front of our camp, yet still about 200 yards out on the frozen lake, we stopped the ATV and started taking pictures of the light. The first 2 pictures were taken with a flash and the rest (5 or 6) were taken in twilight mode. When we stopped, the light stopped and was around 1/2 mile from us and 50 feet above the tree line. The light slowly turned from yellow to orange. Then it slowly changed from one light to what appeared to be three lines of red light forming a triangle with a distinct black spot in the middle. We turned the ATV toward the light so that our head lights were pointing directly at it. We then shut the ATV off and watched it hoping that it would move or do something. We sat there for 10 minutes or so just watching it in complete darkness, and in retrospect, we should have taken more pictures, but it was soo cold (5-10 below zero) that it was unbearable to be out there without gloves on to operate the camera. My brother and I decided to continue in the camp and unload our firewood so we could retreat at a faster speed if needed. We pulled off the lake and the triangle was blocked from our view for no more than 7 or 8 minutes while we unloaded the wood. When we returned to the frozen lake, the light/triangle was gone and replaced by a smaller bright red light. The red light followed us as the other light had, across the lake and we stopped in the middle of the lake when we noticed there were 2 red/white blinking lights coming from opposite directions toward our camp which was about 1 mile behind us. Both blinking lights disappeared behind trout mountain, and reappeared as they came over the the top of the mountain stopping directly over our camp. Then the blinking lights went in different directions, one coming around us on the drivers side about a mile away and maybe 200 feet up. The other light went directly to the red light which hadn't moved since we stopped. The red light was about 3/4 - 1 mile on the passenger side about 50 feet above the tree line. Then the blinking light got near the red light, the blinking light circled the red light for about 20 seconds and then slowly made its way behind us. I said to my brother that I felt that they were surrounding us and I wanted to go. He started forward as fast as the ATV would go when all the dash lights on the ATV came on and the ATV's engine shut off. For the record, this is a brand new 2009 Atv with 200 miles on it. He tried to start it and the key did nothing. We got out and lifted the hood to see if we could see any issues. Everything looked fine with the ATV. At this point all 3 lights were a little closer than before. We climbed back in the ATV and the engine started right up. The red/white light directly behind us sped up and started coming around us on the passenger side toward the solid red light. When the red/white blinking light got to the solid red light, the solid red light disappeared. The 2 blinking red/white lights were now on either side of us and the one on the passenger side started coming directly at us. It moved at about 10-15 miles an hour at an altitude of about 200 feet directly over us and I noticed it left a very small trail behind us though it wasn't like one from a jet. It was more like steam from the difference in temp and whatever the light was. None of the lights made any noise. At this point the other light followed the light that us passed over us and they slowly traveled away from us and out of sight. We continued the rest of the way back to our truck, and confirmed that that experience indeed happened. When I got home, I looked at the pictures we took. They look nothing like they did in person, though they are unusual. They are very colorful lines of light, and though the pictures were taken closely together, they all are different.