PTJTP2006, sorry to hear about the bad accident. Heat lamps can be dangerous, so caution when using them is of real importance. If water comes in contact with a hot lamp it causes them to explode, while I know nothing about your set-up that would be my guess as to what happened.
Making sure the lamp is extra secure from where it's hung from, can make all the difference between a broken bulb or a fire if one was to fall onto dry bedding. Many coops and brooders have been lost to fires.
I've had birds break bulbs when they fly into the lamp, the bulb breaks at the socket and remains intack by the wires, the wire cage to protect the bulb helps but isn't fool proof. If those would of fell down on dry shavings the outcome wouldn't be good.
In brooders I suspend the lamp 18" from the brooder floor, with plenty of room for the peeps to move under the lamp for heat and away to cool of as needed.
bigzio