1. check all of your fuses, under the dash and under the hood. this is most likely your taillight relay fuse under the hood on the upper left of the box.
2. check all of your wires running to your lights, pay attention to your turn signal light wires next to your UICP where it goes down to the intercooler.
3. check your brake light wires that go to the 3rd brake light. look for frayed wires or pinched ones.