There are a few reasons bulbs can blow, the major one being cheaper bulbs. The elements in cheap bulbs are much thinner and any surge of power, however slight, simply breaks them. Always go for more expensive, better quality light bulbs, its cheaper in the long run.
A loose connection in the lamp holder can also cause bulbs to blow. This is because the circuit is not completed as tightly as it could be and the electricity may have cause to "arc" or jump across the contact, rather than simply flowing through it. When this happens it produces more heat in the fitting than is expected or catered for by the bulb, and the bulb can blow.
Start out by changing your bulbs to a mo betta bulb...