How do I fix a pull chain, for lights, on my ceiling fan?

How exactly is it broken?
Is it just the cord broke somewhere? If so, you can buy a cheap chain like this one:
http://www.photojewelrymaking.com/ProductImages/photo2/ballchain2.jpg
(assuming you have the standard type of pull chain)

Or, does pulling it not work?
Or, did the whole thing come out?
Or, what is the problem?

Great start here, now its up to gaetano to further explain

Very easy:

Ceiling fan pull chain replacement and repair - Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-pullchain-replacement-and-repair.php)