My neighbour once requested my help when the brake lights on her VW Golf refused to work despite her replacing the bulbs. She had indeed replaced the bulbs, the fog light bulbs. So firstly please check that you looking at the correct bulbs. Failing that, obtain a multimeter and check for 12 volts at the bulb holder. It sounds like your switch is working as your 3rd brake light is working.
Vince, October 2010