Bad grounds can cause lights to act mysteriously.
Note that the switch itself must be grounded through the clamp that's holding it on. I didn't want the clamp scratching my newly painted column, so I wrapped rubber around the column. The switch didn't work, so I ran a separate ground wire from the clamp down to the firewall.
If the switch is grounded OK, you can check that all 4 light bulb sockets are grounded.
