Is the lampholder in the fixture in good condition?
What did the bulb do exactly, did it just wink out totally or did it start doing that blue flickering glow?
I wonder if it's a manufacturing defect inside the ballast? Cold solder joint in the little PC board that makes up the ciruitry in the white screw-in base?
I'd say open up the white enclosure and check all the connections and retouch the solder joints with a small soldering iron but those things are made as cheap as possible and the ballast section is always glued shut in the CFL bulbs I've used, so if you go cracking it open along the seam you might damage it even more.....
If you do get it open, the trick is then to seal it all up again....epoxy? Hmm.....
Still got nothing to loose if the store won't take the bulb back....what brand of bulb is it, by the way?
Another thing that just crossed my mind is the central contact on the screw-shell. Sometimes that little wire that goes to that center "button" breaks off or is not soldered in properly...maybe if you tried applying a small blob of solder it could re-connect it.
[This message has been edited by SvenNYC (edited 01-13-2004).]