This is something that you should be aware of, living at higher altitudes.
There is nothing wrong with the projector, but with the physics of where you live. Almost all electronics that you purchase for this location need to be rated for use at higher altitudes. Certain products this is a non-issue with, such as a speaker, or a DVD player, but other products will need to have the proper airflow to handle thinner air.
Likewise, plasmas used to not work at all within higher elevation situations.
I strongly recommend that anyone and everyone take advantage of projector lamp replacement warranties as they generally run 2-3 years and cover 2 lamp replacements for about 100 bucks. Considering the cost of a SINGLE projection lamp, this is a no brainer.
But, that's about the only thing that you realistically can, or should do.