I would check two things. First, make sure that one of the fans have not gone bad. Without proper ventilation the lamps simply burn out. While you have the TV open use a can of compressed air to make sure the vents themselves aren't blocked.
Secondly, make sure you're buying OEM lamps. My HLN4365 uses either Philips or Osram. Using a third party lamp, while cheaper, has a much shorter life span.
Lastly, you do not need to replace the entire lamp assembly. Just the lamp. There are videos online that show you how it's done. That can save you a few bucks and the actual process is pretty simple.