I had one of those cheap ebay bulbs do that. I guess it could be dirty contacts too.. Sounds like your bulb has been in there a while.If I remember correctly on mine you kind of have to push the bulb in one one end and pull the other end out simultaneously
Yeah its an eBay bulb, and it's getting old. I'll give that a try! I'm used to the spring design where you just press one end and it pops out.