2006 Ford Expedition Utility Trailer lighting with my Exped

I recently took possesion of my fathers old 5X10 utility trailer. It needed new lighting so I stripped off the lights and the old wireing harness. I've purchased three new light kits and continue to have the same problem. I wired the trailer as per the directions supplied with the kit. When I plug in the four prong plug into the back of my vehicle the tail lights work, the turn signals work, and the four ways work. But when I step on the brakes the tail lights go out. I called the technical phone number on the last kit I bought and the answer I got was that I needed a "relay" in my vehicle. What kind of "rely" and where would it go? Can I just rewire the light kit?