How about a little clarification of some things....
- "the 3rd string keeps popping out and next to my nut"? It's not clear to me how a string can pop out NEXT to the nut - seems like it's either popping out at the nut or not.
- Or is the string popping out AT the nut, and something else happening next to the nut?
- And BTW, which is the '3rd" string? D or A?
- And when you changed strings, did you go to a larger diameter string? (That might mean the nut slot is too small - but I suspect Ernie Ball lights were not larger in diameter.)
As a S.W.A.G., chances are that you have the string wound incorrectly on the tuner post. After inserting the cut end of the string down into the tuner and bending it 90 degrees, you should start wrapping at the top and wind the string DOWN the tuner post so that it exerts downward force at the nut.
Read this and look for the pertinent section:
http://www.tunemybass.com/bass_string_change/. Pay specific attention to the info in step 9.