there are a few reasons a bulb will blow too high a voltage i.e more than 15 volts
a loose haedlight will make the soft element in the bulb that is glowing to basically break off a gas leak in the bulb will cause it to blow and usually go a milky colour iside the bulb.your headlight bulb has two filamnets as you say one for low beam and one for high beam does it blow on either filament?or just the low one.also i take it the rear lkight is working ok and that you do have a 12 volt bulb in the headlight and not a 6 volt one?
adam bike doctor (of milton keynes motorcycle centre), December 2010