In reply to Jon Dittman:
> (In reply to koolkat) Sounds like you have wired them in series. Does the negative wire from bulb one go to the positive of bulb 2 and so on? If so, this is why you are witnessing problems.
>
> What you need to do is wire all the bulb positives up to the positive wire and all the bulb negatives to the negative wire so that you end up with something that on paper looks like a ladder. Should solve your problem.
Usually they are AC so do not tend to have + or - on the lamp connectors.
To be wired in series, there would have to be only one wire (instead of 2 core) between each of the lamps with a single core wire going to the transformer from each end lamp. This is unlikely but possible. It is quite likely that you have used wire which is too small and you do get a noticeable volt drop with low voltages and thin cables.
Also, have you checked that the 'bulbs' are the same wattage?