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I have a '96 Explorer and the high mount brake light went out. This is how I got to it. I have not fixed it yet because it's a neon light with a transformer. I always thought it was an LED array. Ford says the transformer is $101.00 I have not priced the light yet.
If you open the back hatch there is a plastic cover between the window and the hinges. It is part of the inside plastic cover on the entire hatch and goes all the way around the window. I just removed the 4 plastic friction bolt thingies (I don't know the technical name) that cover the light, they just pull straight out, you will find what looks like a black panel secured by two phillips screws. This is the transformer. Remove the two screws and remove the unit - 1 power "in" with a clip and two power "outs" which just pull apart. On either side of the hole in the frame there is a 1 1/2 rubber stopper. Pop these out and you have access to the 3 nuts holding the light in - one was behind the transforner.
Chances are that the transformer is bad and not the light.