I had four of these things when I moved into this house and they were always playing up - I was forever doing what you report - I replaced the holders with a set of new ones and for a couple of weeks things were better but eventually I was back in the same old rut...
Things have been much improved for the past 18 months since I replaced all of them with small strip neons at £9 each (320mm 8W) - better light - less heat - less cost - no maintenance and I mean nothing - not a single failure.
Page 13 of this pdf - Under shelf link lights
http://www.crselec.co.uk/crs-lightingInt.pdf
One thing I did notice on the halogen installation was that some of the screw terminals had been driven down onto the insulation of the wire, cutting through it rather than stripping the ends off - lazy installers!
Good luck...
Peccavi
December 2009