tail light problem

ok guys i have a strange problem here. when i step on the brake and then turn on my left turn signal, my right tail light goes out. the signal works and the middle brake light does too, but not the right tail light. but, if i turn on the signal first and then hit the brakes, everything seems ok. the right signal seems to work fine all the time. (hope all that made sense) this is really confusing me and i have no idea where to start with a problem like this. i checked the connections at the lights and they were ok. dont know what to do next. any help here would be awesome. thanks!