From what I know it means the lamp was not manufactured correctly, either contaminates in the bulb or not a correct vacuum, or crap on the filament.
Had this recently with a brand new heat lamp (known brand) being bigger there was smoke everywhere inside the globe.
Managed to turn it of before it went pffffft. Fortunately it was only one out of 4 in the kit.
Trouble with globes it is not worth the trouble of getting replacements.
Cheers,

Just read Beakies reply, I really should read the whole thread properly!
what he said......