Dell 1200MP Data Projector

When I turn on the projector both the Temp warning light and the Lamp warning lights come on as a solid orange. The main bulb does not come on. After a minute or so the machine shuts off. While it is running it sounds like a fan is operating. Manual says if Lamp light is on that lamp is burned out and if Temp light is on that projector has overheated. However, it does this as soon as the projector is turned on. So, do I just need to replace the lamp and that will fix both lights, or is somehting else going on?

Thanks.