First make sure that you have install the bulb correctly. There are number of issues that can cause this problem.
1.Check for dirty air filter and clean if need. Make sure the air filter cover is on all the way. Make sure the cover to the lamp is on all the way, and that the screws are tight.
2. First turn off and unplug the projector. Then remove and reinstall the lamp, with cover firmly fixed. Make sure are cover are properly fastened. You should get the projector to turn on by pushing the power button on the unit. Wait for an hour if you keep having this problem, then plug the unit back in.
3. Then reset the lamp timer. Sorry I don't how to reset the timer. I home manufactured an LED lamp for mine, so I don't have to worry about replacing lamps anymore.
You might want to ask someone here on the fixya forums how to do a hard reset of the timer and unit.
You might find projector central.com helpful, where the owers manual for the MT 1030 is available in PDF version.http://www.projectorcentral.com/NEC-MultiSync_MT1030+.htm