That's precisely why I've decided to forego the heat lamp this winter. For the past several years, I've used the red 250 watt lamp on a timer, not only to warm the coop during the coldest hours of the night, but to add artificial light so they'll lay through the winter. The biggest problem I've encountered has been that the hens all decide to get down and party when the lamp comes on. By morning, the coop is a horrible, disastrous mess. It worked great, though, for stimulating them to lay through winter.
This year, I'm using an oil-filled electric heater to take the coop above freezing. It's working far better than the light. Sure, none of the girls are laying, but I figure they'll appreciate the rest. And the coop doesn't suffer from their nightly partying.