Color values should be in 0 - 1 range, ambients should be relatively small, so try this:
// Light
float lightDiffuse[4] = {1.0f, 1.0f, 1.0f, 1.0f};
//float lightAmbient[4] = {0.0f, 0.0f, 0.0f, 1.0f};
float lightSpecular[4] = {1.0f, 1.0f, 1.0f, 1.0f};
float lightRange = 100.0f;
...
// Material
float materialDiffuse[4] = {1.0f, 1.0f, 1.0f, 1.0f};
float materialAmbient[4] = {0.05f, 0.05f, 0.05f, 1.0f};
float materialSpecular[4] = {1.0f, 1.0f, 1.0f, 1.0f};
float materialPower = 8.0f;
...
and you are missing "globalAmbient":
float gAmbient[4] = { 0.15f, 0.15f, 0.15f, 1.0f };
pEffect->SetValue("globalAmbient", &gAmbient, sizeof(gAmbient));