Make sure the lights are completely unplugged from any electrical sockets before proceeding further.

If all else fails, the bulb socket may be broken beyond repair. Removing it is a cinch though, and should restore functionality to the rest of your lights!

Don't do this for more than one or two sockets, cause it'll raise the voltage on the rest of the strand and may cause other bulbs to burn out.

Use a wire cutter to remove the defective socket from the light strand.