Light bulbs get jostled in shipment and can be predisposed to burning out easily. Also, some sketchy shops resell used or damaged bulbs that are returned.

Jump on craigslist and I bet you can find a decent 40 gal breeder tank with a lid for cheap. Get a 150 watt IR bulb in there and you're good to go. I'm telling you this is the most economical way to go.

Pet stores are usually reticent to refund a burnt out bulb but if it's that new and burnt out I would make a fuss and demand an exchange at the very least.