If you have not replaced your lamp, most likely the bulb is burned out, and you need to order a new one from mitsubishi. I would always purchase the lamp with the housing. Reinstalling into an old housing is a very delicate process.
If you HAVE replaced your lamp, it's possibly a defective lamp. If this is not the iussue, there is a documented problem with the WD-XX525 series chassis. You might be lucky enough to pick one up for cheap, but the average cost of service is about 900 dollars.