I bought a string of outdoor lights that stopped working- what happened?

I bought a string of outdoor lights and plugged it into a socket inside to make sure it worked before putting outdoors and it did. When I hooked it up to the second set of lights outside it would not light up and when I took it back inside it wouldn't light up either. I can make the lights flash on and off for a second by wriggling the plug in the socket though. What happened?