Hello Harold...
Back at your favorite topic I see!
OK, here's my 2 cents to you question ('02 Code).
411.4 requires a Chapter 3 wiring method where the under 30 volt lighting system is extended thru a building wall. Nonmetallic sheathed cable would seem to be acceptable.
300.15 (revised) wording requires a box or conduit body to be installed at each conductor splice point, outlet point, junction point, termination point (call it what you like)if the wiring method is nonmetallic sheathed cable.
No wiggle room here.
Are the lights equipped with flexible cord?? 400.8 says it cannot pass thru holes in walls, 400.10 says the must be strain relief at joints, 400.14 says bushings or fittings are required where it passes thru holes in covers, outlet boxes or similar enclosure.
Need I go on??
Take care, J.