when you touch the lamp the oils from your skin transfer onto the lamp... the oils retain heat so that when the lamp is on that area retains heat and basicly melts... only some time in an explosive manner...
anyway... probably not as detailed as you want... hopefully someone else will be able to give a little more of an explaination than that...[/b]
If you touch the bulb, the oils from your skin will remain on the bulb and will basically boil when you turn on the light and cause the bulb to shatter. The bulb is sometimes called the lamp, and what it sits in we call a cap. The C clamp is what holds it to the bar and the safely is what stops it from falling and killing anyone. The connector at the end of the plug is a stagepin type connector. Depending on the type of instrument, the light bounces off a reflector and passes through a lense which focuses the light. Some lights have a movable lense which changes the focus. Shutter are the things on the side and control how much light you can see. However everything is reversed and the right takes away the left and the top from the bottom ect. Thats just about all of it.
you know how, but you need to know how?
In a standard Ellipsoidal, you'll unscrew the base from the instrument using the thumbscrew. You'll pull out the base with the bulb attatched, making sure it doesnt scrape too much on the reflector, which it is inserted in. Once out, you can grasp the bulb by it's own base and pull it out. Some times it's hard, so you can use pliers if it's feasible to do so, but I find pulling it myself the easiest. Of course, if this is a burned out bulb, you can pull it by the glass, just making sure it doesn't break in your hand, of course.
As a safety precaution, you need to know the device is off or unplugged.
When you put a bulb into the fixture, it's just the reverse process. Just make sure you don't touch the bulb and make sure it's seated PROPERLY in the cap.
Each fixture has a specific recommended method for changing lamps. In general the above is how you do it common to all. The manual for the fixture however will tell you details of the specific fixture and what to do next in bench focusing the fixture with the new lamp. Most manuals are available off the company that made the fixture's website with a little searching. Otherwise, tell us what fixtures you are in question of and I'm sure any number of people can provide a link.
Also most lamps come in plastic or waxed paper bags. Good idea to leave it covering the bulb (glass part of the lamp) during installation. Each lamp will also have a set of instructions and warnings to read. They will also have the procedure for cleaning the lamp should you touch the bulb.