I once had a brand new Sony VW11 that I was testing for a customer and the lamp exploded after 5 minutes !
Normally this doesn't do any damage as there is a "fly eye" lens in front of the lamp which focuses the light from the lamp at the start of the light path.
Most manufacturers will only give you 500 hours or 3 months warranty on the lamp.
Sim2 are giving 3000hrs or 1 year warranty on all their single chip DLPs.
Jeff