I first bought very cheap T3 LED's from Ebay that lasted varying amounts of time from a few weeks to a few years. Some were even DOA. I've since replaced them with better quality SMD T3's that haven't let me down yet. As was said, sometimes the contacts don't quite touch the socket properly. Try adjusting them and re-seating the LED. Another thing to remember is that LED's only work in one direction. Make sure to test them before you put everything back together. If it doesn't work, flip it around 180 degrees and try it again.