I just want to underscore the importance of what previous poster says about halogen bulbs. Learned this the hard way, myself! Any grime or the slightest oil from your hand or fingers will cause the bulb to blow out very quickly, if not immediately.

Have you dried putting in a very low wattage bulb (even though it doesn't give the desired lighting effect), just as an experiment, to see whether it is as vulnerable to whatever elements might be at play here? That might tell you something.