Pull the bulb out and take the little tabs on the bulb and pry them out ever so slightly. Also make sure that the bulb is fully seated into the socket.
I had a bulb go out on me and I put a new one in. A few days later one of the guys I work with told me that it was out when he saw me pull into work. I was shock and told him it was a new bulb and he told me about this little trick. So when I got home I did and thought all was good. A few weeks later I was over at my brothers and he told me the same bulb was out. So I took out the light and looked it over and put it back in to what I thought was all the way in, then gave it another push and it snapped into the socket a little deeper. Haven't had a problem sense.