brand new pojector lamp burns after 5 minutes of usage

I've got a dell 3200 MP projector. Its lamp stopped working a month ago (after 1000 hours of usage), and I ordered a new one from Dell.

I received my new lamp quite quickly and replaced the broken one with the new one - of course - using the procedure attached with the new lamp.

I turned on the projector, it was working again, great.

Some days after, I setup the projector for a presentation, turn on the projector, display my desktop, and start woking. After roughly 5 mintutes, the lamp emits a typyical sound of burning light bulb filament, the beamed image vanishes...

I tried to turn off/on the projector many times then, the red Lamp led is always activated.

Could it be a projector problem (burning 2 lamps)?
Or some misfortune with the new lamp?

Consequently:
- Should I ask for a replacement lamp-does the lamp have a warranty?
- Should I send the projector for reparation (warranty expired already) ?

Thank you.