No, the bulbs are fine until they burn out.
what type of red bulb are you using?
like this: http://www.petsmart.com/product/inde...uctId=11147193
or this: http://www.petsmart.com/product/inde...ductId=2752598
It sounds like everything is fine, some BPs prefer the cool side. as long she is eating then I wouldn't be too worried.