You know, I have this exact problem in my kitchen with just the one recessed can light above the sink. We put in a compact fluorescent lamp and it doesn't shut off.
I just figured when it went off that I was being safer to not try to use it and got along without it - I wasn't confused so much, but I was in the dark.
You might find an explanation about the heat and shut-off feature on the web and print it out. Take it and one of the fluorescent lamps over for a test run and offer to call for the warranty work yourself, especially if you feel that the items were installed by someone who might have been trying to pull a fast one over on a lady who wouldn't otherwise know she'd been taken.