[LWJGL] Regards to rotations

I have a question about rotations in lwjgl, by using something along the lines of:

GL11.glRotatef(pitch, 1, 0, 0);
GL11.glRotatef(roll,  0, 1, 0);
GL11.glRotatef(yaw,   0, 0, 1);

Now this works for a camera, but not always for a model. If I rotate say… JUST the pitch, or JUST the yaw rotations work fine, but when I begin to rotate multiple axis, I run into trouble.

Look at these two pictures:

The first one is fine, as I am ONLY rotating based on the cameras yaw.
Once I start to rotate by both yaw, AND pitch, the model starts to rotate as if it is roll (however, when I ONLY rotate based on yaw, it works fine).