When you screwed the lamp in, were you holding on to the glass part or the base? The #1 reason for early failure on CFLs is twisting into the socket by holding the tube, which causes micro-cracks. Incandescent lamps don't have this problem, CFLs do. You need to screw in while turning the base, but if you can't, only tighten it enough so that the lamp will turn on. You don't need it seated super-tight.