c++ - Collision rectangle response

I'm having difficulties getting a moveable rectangle to collide with more than one rectangle.

I'm using SFML and it has a handy function called intersects which takes 2 rectangles and returns the intersections. I have a vector full of rectangles which I want my moveable rectangle to collide with. I'm looping through this using the following code (p is the moveble rectangle).

IsCollidingWith returns a bool but also uses SFML's intersects to work out the intersections.

while(unsigned i = 0; i!= testRects.size(); i++){
   if(p.IsCollidingWith(testRects[i]){
        p.Collide(testRects[i]);
   }
}

and the actual Collide() code:

void gameObj::collide( gameObj collidingObject ){


 printf("%f %f\n", this->colliderResult.width, this->colliderResult.height);

if (this->colliderResult.width < this->colliderResult.height) {
    // collided on X
    if (this->getCollider().left < collidingObject.getCollider().left ) {
        this->move( -this->colliderResult.width , 0);
    }else {
        this->move( this->colliderResult.width, 0 );
    }


}

if(this->colliderResult.width > this->colliderResult.height){
    if (this->getCollider().top < collidingObject.getCollider().top ) {
        this->move( 0, -this->colliderResult.height);
    }else {     
        this->move( 0, this->colliderResult.height );
    }


}

and the IsCollidingWith() code is:

bool gameObj::isCollidingWith( gameObj testObject ){
if (this->getCollider().intersects( testObject.getCollider(), this->colliderResult )) {
    return true;
}else {
    return false;
}

This works fine when there's only 1 Rect in the scene. However, when there's more than one Rect it causes an issue when working out 2 collisions at once.

Any idea how to deal with this correctly? I have uploaded a video to youtube to show my problem. The console on the far-right shows the width and height of the intersections. You can see on the console that it's trying to calculate 2 collisions at once, I think this is where the problem is being caused.

Finally, the image below seems to illustrate my problem nicely: