Hello,
It means that a tail light or brake light bulb has blown. If lit when the lights are on, that means tail light is blown. If lit when brake pedal is pressed, that means brake light is blown.
Check again, if everything seems to be fine, there might be electrical problem.
Is this what it looks like?
http://i.ehow.com/images/GlobalPhoto...-main_Full.jpg
(beside battery warning)