If you have twin filament bulbs, it could be in the wrong way round. If the same bulb works both the side light and the brake light, it will have 2 filaments (you will have to look at it). The bulb bayonets are made so you shouldn't be able to put them in the wrong way round, but in practice it is quite easy to do. Take the bulb out, twist it 180 degrees and put it back in again. If you haven't got twin filament bulbs, you might have a 'dead short', which normally means the multiplug that connects to the bulb carrier has got a bit of corrosion on it. Disconect and gently clean with some emery paper (an emery board for your nails will do if its a bit fiddly).