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I noticed my basking light was dead, so I went to the store to buy a new one. When I got home, the light wasn't working, so I figured that maybe the lamp itself had shorted. So I then use the other lamp that normally has the UVB light in it, and the light comes on fine.

About an hour later, I come back, and the lightbulb is dead. I check it to make sure, and the coil is loose, and rattling around inside. I put the UVB bulb back in and it works fine. The UVB bulb doesn't work in the first lamp, however, so it must be completely dead.

I plan on replacing the first lamp, but what is going on, exactly? I'm going to see if PetSmart will replace the bulb I bought yesterday, but I'm worried that the new one is just going to die anyway. What would cause this?

What is the wattage of the UVA bulb you use and what is the lamp rated for?
It sounds like you're blowing the bulbs out somehow.

It's only a 75W bulb, and the lamp says "250W" on the inside. I've had it for a year. What confuses me is the second lamp blowing out after only having the bulb in for about an hour, and continuing to work with the UVB bulb after it killed the basking bulb.

I just got back from PetSmart. I bought another lamp; one that's specifically for basking bulbs. I hope this one works better.

A lot of the "specialty" reptile light bulbs from the pet stores have very poor reliability in my experience. I've gone through the exact same situation as you before where bulbs would not work right out of the box or else they blew within a few hours to a few weeks. And they're expensive too! I gave up a long time ago on those things and just use regular household light bulbs. The only specialty bulb you really need is the UVB bulb (which also provides UVA). Other than that just go with the much cheaper household bulb for heat.