Was it a basic household tungsten incandesent? Should last longer than a month - maybe you bought a dud or really cheap ones. Try also not to knock /move it much or to get water mist on it. Higher priced brands (and "shop use" ones) sometimes really are worth the extra pennies, in that they are built with a longer life - read the box to find out how many hours of use it is expected to provide. Keep the receipt and take back if it under performs.
i bought a 100w bulb... i dont understand why it keeps going out. im also using one of those lamps from petco. to hold the bulb. and the bulbs are from petco as well...