You will need to get in there with a flashlight and look at the tail light more closely. Are you absolutely positive you have the correct bulb? If bulb holders from the other side don't help, then the tail light mating surface maybe messed up. You might be able to fix it up, but you may also need to replace the tail light assembly. Factory tail lights are not cheap...
540 M-Sport package (Canadian market), factory Bluetooth phone kit, factory M-Audio 10" dual voice coil subs, Homelink, M5 rear stabilizer bar, H&R 15mm spacers, Bilstein B14 PSS coil overs, Stop Tech ss brake lines, Akebono Euro Ceramic brake pads, oem Brembo and Zimmerman rotors, Dinan Stage 1 software, Strong Strut front upper stress bar, BMP strut tower reinforcement kit, USA Spec Ipod/Iphone integration.