Nuke, it might be overheating. The bulbs will turn themselves off if they get to hot. Depending on the size of your fixture, it probobly just overheated. Once it cools, it would turn back on automatically.
Does your new megaray have the coating on the outside of the lens? The two mega-rays I recieved recently have this coating, and the heat output from the bulbs was about half what it was before. It was such a problem, that I had to install my old Mega Rays (no coating), until I can work out heating revisions. For referance, an old style bulb was able to easily heat my basking spots to 105+ at around 13". The new bulbs would barely break 85 degrees at the same distance.