Disclaimer - you are going to work with the device that has several dangerous components:
circuit board with live terminals, high-voltage power supply unit, pressurized lamp that can blow up if not handled properly. Think twice and take corresponding precautionary measures to avoid injuries and death :)
P.S. As you can see from the comments in some cases the old lamp may blow up.
I never faced with that myself and the bulb in my friend's projection TV is more
than 10,000 hours old but this "statistics" is not enough so "forewarned is forearmed".
The safest (and most expensive) way to avoid this problem is ... to buy a new lamp but this
defies the purpose of this very instructable. The compromise is to study the construction
around the lamp and if it looks weak then one can install a metal mesh screen.
The design is up to you - it should have fine openings and at the same time it should
not hinder the cooling.