Originally Posted by willwren
I'm betting you have a bad or corroded socket. Get another new bulb, and start swapping it in one at a time. I'm betting it'* one of the little 194'*, so you may want to just pull all the bulbs, clean the sockets, and put the new bulbs in.
_Exactly_ which element lights up in the warning display? The worst offender for bulbs at the back seems to be the high-mount brake light in the back window, which has its own little indicator dot in the dashboard warning display. If so, pull the bulb (climb into the trunk to reach it) and if the bulb isn't simply burned out, check the side contact for arcing, pitting or corrosion.
Otherwise, if it complains only when you step on the brake, check the two brake lamps at each rear corner of the car. If it complains as soon as you turn on the taillights, check all the bulbs at the back, and also have an assistant step on the brakes _while_ your taillights are on. Let us know what you find.