This is very strange - either the lamp (bulb) works or it doesn't. If you have the right voltage across a lamp it will work. A bulb will blow when it becomes old and tired as the fillament degenerates with repeated hot/cold cycles. For new bulbs to blow quickly suggests sub-standard bulbs (did they come from a car boot sale?). UK power is nominally 240 volts - If you apply say 300 volts to a bulb it will burn very brightly for a few moments and then burn out but there's no way your house has anything other than 240V - all the light fittings in the house will have the same voltage - and all the houses in your street. However badly the rose may be wired it's impossible to have over voltage at the bulb.
How long do the bulbs last? Fail instantly or after a short period? You may have a bizarre fault with the lamp holder but I can't think what...
Remove power at consumer unit when fiddling around.
Richard Buxton, September 2008
