Turn the power off at the breaker and remove the bulb. Where the base of the bulb hits in the socket is a piece of metal fastened on one side, try pulling up slightly to make better contact with the bulb. A crochet hook works good for this.

If this doesn't work tell us and we go from there.

thanks i'll give that a try and report back.

If you are using some sort of 'soft switch' like those gadgets that allow you to use a single light switch to turn on fan and light - I had one - first click, light only, off then on again= fan, off/on again=fan+light. I discovered that, in small print, the device said "incandescent only" and realised that was what was killing all of my cfls rather quickly, or making them flicker.

Dimmers will also kill cfls, but chances are it's just that lampholder that's causing it.

If there's that much vibration in the fitting, you may need to rebalance the fan. I'm going to have to do that to mine which was perfect til I rewired.

You do not indicate how you operate the fan and the lights. Are both operated by switches or is perhaps the fan operated by a switch and the lights operated by a pull chain? You do not say and the answer is directly related.

As an example, if the fan is operated by a switch and the light by a pull chain, the black and blue wires from the fan are both connected to the black wire in the ceiling box. If your fan is wired this way, it is possible the connection is not wire nutted properly.

At any rate, more info is needed. I have cfls in all my ceiling fans with no problem.