Headlight trouble! Help!

So I have an '03 Jetta. I decided to replace the stock headligt bulbs with some blue ones, but I am having some trouble. One of the lights became really dim one day, and the VW dealer told me that the bulbs were melting the sockets. I put the stock bulbs back in, and they worked fine. Now just recently I tried again with new blue bulbs, and 2 weeks later it happened again! The thing is though- the stock bulbs still work fine!? It seems like my car is burning out the blue bulb(s), but the socket seems ok. I know that I can have blue headlights bc I see them in Jettas all the time, and I have had them in past cars, but I dont know what to do at this point. I have blueish side markers & blinkers, but can't figure out the headlight thing. :banghead: Help!