Yes, I can't stress enough how important it is to make sure the bulb was actually installed properly. I had a 150w HQI fixture a few years ago where I had the company send me two different new ballasts for the same reason. lol
Turned out that they hadn't installed it with 100% contact in the sockets at the factory. Once I finally reinstalled the bulb and did it properly, I had a perfectly-working fixture and two ballasts that I really never even needed. Put the bulb in again and make sure it's getting good contact, just to be sure you can rule that out before you get a new bulb, etc.
-Joe