Sounds like a bad bulb to me. Maybe it was damaged during shipping. I have experienced the same problem (bulb sort of lights, goes out, tries again) with a bulb I had been using for 8 months. Like you, I was quite concerned...I didn't want to try plugging in a new, expensive bulb into an electronic ballast that may or may not work. After I did a little research, I found that it's common for HPS bulbs to do this toward the end of their life.
More information can be found here:
http://donklipstein.com/ltrouble.html (this is about warehouse lighting, but your problem is described under the sodium section)
Good luck to you!
From the linked page:
"Troubleshooting mercury, metal halide and sodium lamp problems
High Pressure Sodium Lamp Repeatedly Goes Out for 1-3 Minutes After Warming Up:
The lamp warms up and as soon as it is warmed up, or maybe several minutes after warming up, it goes out. Maybe it takes about 3 minutes to relight, but in fixtures available from home centers it usually relights in closer to 1 minute with often a little dim orange-yellow glow at times before it relights:
This is usually "end of life cycling". That is a characteristic of the bulb. Replace the bulb and this common problem is fixed.
Less likely, the problem is a reflector that returns light to the arc tube in the bulb and overheats it."