Easiest thing to start with is get a cheap circuit tester with an indicator light for about $5 from your local auto store. Attach the alligator clip to a good ground, like a bumper bolt, and insert the probe into the hot wire for the signal (usually a red wire) to make sure you're getting current to the socket. Of course, the ignition needs to be on and the turn signal activated in order for the circuit to be energized. if you have current, then you're problem is either the bulb or a bad ground. Also sometimes the insides of the socket can get rusty, or the springs get knocked out of alignment so the contacts aren't being made with the lamp base. Try that first and let us know how you turn out. As far as keeping the bulb in the rear socket, make sure you have the offset pins on the lamp base correctly aligned with the slots in the base. In order to insert the trim ring, insert part of the ring at an angle under the lip to get it started and use a thin screwdriver to ease the remainder of the lip over the rest of the ring. Be careful, though, or you can poke the screwdriver through the rubber.