My guess would be that the lamp would have to do more work for a brighter picture. If you want to prolong the life of your lamp, then you should turn the contrast and brightness settings down from their factory settings. The factory settings can be set too high. If your set has a presets for picture settings, you could also try changing to something like the 'movie' or 'natural' setting.
There are calibration DVD's out there you can use to set up your TV. The THX one is included free on many THX DVD's.