Peugeot 206 - rear lights problem

I've a problem with the rear lights on a Peugeot 206 ( year model 2000 ) I recently bought, and being new to car ownership I'd appreciate any advice or tips as to what to check ....

The symptoms are as follows

1. With the switch in the parking lights position ( position 1 ) and motor not running all the rear lights work fine.
2. With the switch in the main lights position ( position 2 ) and motor not running the rear lights also work fine.
3. As soon as the engine is started, the rear lights go out. The brake lights and fog light work ok.

Why should the rear lights seem to work ok except when the engine is running ?

One further thing ... with the switch in the zero position the front and rear lights dont come on when the motor is started. Is this the way they are supposed to work ?

Thanks for any help.

John