From what I understand, it's not uncommon for MV bulbs to explode. I have one, myself, and have never had any problems with it.
My MV bulb is backed by two ReptiSun 5.0 fluorescents. You might consider installing the fluorescent fixtures as back up, since they're a little more tried-and-true and having some iridescent bulbs stored for heat. There is always a chance that your replacement bulb could give out, too. If it does, you will be back to square one again, without heat and UVB backup.
My understanding with the T-Rex bulbs is that they don't put out usable UVB nearly as long as they're supposed to. Something like 2-3 months, as compared to the 12 months they advertise. I don't know if it's all T-Rex MV's, or just a few kinds, and I also don't know how true it is. But it's something to think about.
The MVs are nice, and lots of people rely on them as a sole source of UVB, but they scare me too much to rely on them completely. Kind of a 'too good to be true' sort of thing.
-----
~Alika~
1.0.0 green iguanas
0.1.0 cockatiels
1.0.0 senegal parrots
0.1.0 blue-fronted amazons
0.0.1 red belly piranha