What is the wattage though? What brand ballast is it exactly, anyways? You are sure the wattage of the lamp is correct and the bulb is the correct type? (HPS, MH...many run both)
People have air-cooled hoods and duct fans for cooling higher wattage bulbs; it isn't required to have it air cooled as long as the temperature in the canopy isn't too hot. You should at least have a regular fan circulating air in the room.