If its 12v, have you fitted the correct wattage of bulb,especially if the transformer is driving more than one.
most transformers are 60 watts so it will drive 1 60 watt bulb or 3 20 watt bulbs.
If the bulbs are 240 volts then have you purchased the correct bulb such as a soft tone etc.
Try a different bulb and correct wattage ,
paul
March 2012