It's the bulb more than likely. One of my 250s did the same thing for the first 3 months I had it. After re-firing several times it would eventually come on and stay lit. I checked with the seller about this behavior and they said it happens sometimes and should go away after the bulb is burnt in. I was told this was about 80 hours but like I said, it took mine 3 months...
Does the bulb eventually come on? If it never comes on I'd get a replacement bulb to make sure that's the problem...