front blinker works but doesnt

Ok I am severly confused as to what to look at for the solution to my problem. My drivers side blinker (this would be the one next to the headlight not the side marker) is acting weird. When I have the key in the accessory position or the almost on position (this would be the point just before the starter is energized to start the van) that blinker works perfectly. Flash's like normal and when its not flashing the light is on. HOWEVER, when I actually start the van and its running the light goes out and doesnt blink. Would the relay for this be bad (not even sure where the relay is) or am I missing something simple? I put a new bulb in the socket thinking that was it (actually I put 2 new bulbs in till I found it worked in the accessory position).

BTW this is a 2002 Oldsmobille silhouette GL.