You're tail lights are a two stage bulb. Kind of like low beams and high beams. Try to put the light in there from your right tail light. This should let you know what the problem is. If that light works, you need a new bulb. If not, you have other problems....
Yeah, there's two filaments for the taillight bulbs. One's for the parking lights, and one for the turn signal/brake combo. Don't get the wrong bulb or it'll glow brake-light-bright when the parking lights are on and the brake/turn signal light won't come on when the parking lights are on.
I just had my 2001 SportTrac in the shop for this problem (or a similar one). Wife says LR T/S not working. I get in truck (put up tilt wheel) and it is ok. Again, wife says, LR T/S not working. (I dont move tilt this time). Replace bulb, stilll not working. I tore whole back end apart to trouble shoot, no joy. Get in truck to move it in the driveway, wove tilt wheel all the way, turn signal worked.
Dealer found pin pulled out of MFS connector, had to replace it and pull some slack up in the harness.