Voltage Loss

You need a licensed electrician. Somewhere there could be a short or a partial ground but why guess at it? Seeing you tried it yourself and failed, logically it would be the next step.

Maybe Dco you have a high resistance return. That is, for instance, your black or cold wire doesn't return to the power source but to an "earth" or "partial" ground--per Rag above--such as used for outlet and switch boxes

Where are you checking power when you plug in the lights?

At the panel and at the outlet.

I knew there was a problem when the lights worked but were very dim

When the power company hooked up the power I was not able to get 120v using their neutral line coming in. So they, after testing said that they did not know why it was not working and said to use my grounding block for the neutral and ground, and charged me $$$ for checking the panel. This is working fine in the two buildings which are all using the same neutral/ground. On the third building I thought I could save money on the third (neutral/ground) wire and do the same as I did at the 1st panel. I have both hots coming in and using a grounding rod like I did in the first building. I have never had a neutral from the power company not working correctly.

In regards to Rag's comment:
I would assume that the person that came to my house from the electric company is a licensed electrician, and that if he said to hook it up a particular way that it would be the right way. So if now I would have hired another "licensed" electrician he would have charged me to tell me that there is an issue and that the electric company would need to fix, and the battle would begin between what two electrician's are telling me.

This is why I use forums. We come here to get help and information, and to learn more, which dalehileman is giving, and is much appreciated. I did not come here to have Rag tell me to hire an electrician. If I get in too deep I know that I need to hire an electrician. I have done many electrical jobs in the past and never had any issues both residential and commercial. I generally do not hook up the "main" panel with the mains coming from the electric company, I generally only deal with anything after the "main" connection.

Ultimately my message to Rag is... If you want to comment and help someone, help them by educating them, otherwise say nothing at all. We do not come here to get the canned " Hire a "Professional" " phrase. This is why we come to the forums.

Dalehileman... I greatly appreciate your information and I think it is leading me to what I need to do in order to resolve the issue. Ultimately I can just run the neutral/ground wire from the second building where everything is working, which should solve the issue.

My question back to you is why didn't post ALL of that background info in the first place? You never stated you consulted an electrician. Had you done so initially, I wouldn't have answered the way I did. No need to ruffle any feathers over the matter.

When you look around this site for a short history of similar such questions, you'd see the majority who NEVER contacted an electrician in the first place for an in-depth issue such as this one. Many people are trying to save a buck (generally understandable trait) but risk safety and/or sanity.