I think you need to trick it. Put it in macro mode which makes the aperture wider, then focus it on something close up (e.g. a pencil) with the lights in the background. Remove the pencil with the shutter button held halfway, then take the photo and the lights should still be out of focus. Only thing is, I don't know how much distance you'll need between you and your lights, might be quite a lot.
The only advice I could have given was covered well by @wormentude. Point and shoots are actually more versatile than one might think. It just requires tricking the programmed settings. Can't wait to see what you come up with.
To add to what @wormentude said, don't forget that you can include that focus object in the photo, depeding on lighting. You know, like a cup or bowl or other idea you might have to incorporate with the bokeh!
@shadesofgrey At the moment in having ago but is really hard to get the light out of focus and the foreground object In focus . It keeps focusing on the light.
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