In most cases there is nothing to worry about. What you
smell is the dust that was dislodged during the lamp installation process. The
new lamp will be hotter that the old lamp and dust burns away when the new lamp
is first turned on. You can eliminate some of this and improve the life and
operation of the lamp by carefully vacuuming the inside of the TV or projector
prior to installing the new lamp. Do not use canned air, as it only relocates
the dust in undesirable areas and may impede the performance of the TV or
projector.
When installing a projector lamp the lamp should fit snuggly
but should not have to be forced. You should only require one hand to install a
new lamp. A good connection is required if the projector or TV is going to work
properly. You should be able to attach the lamp to the TV or projector with the
installed screws. This insures that a good connection is made. Not doing so,
may mean an improperly seated lamp, creating a possible fire hazard.
Most projectors are designed to turn off if it becomes too hot. The causes of overheating are usually clogged filters/vents or a defective fan.