I have a WD-62525 TV and I was getting a message

Lamp light on again?must replaced the lamp again,the lamp hours it up.

YOU NEED A FIRMWARE UPGRADE FOR THIS MONITOR.
SERGIO

Hello:

Make sure u replace the lamp cover as the safety switch need to be closed to make the set work. If new lamp did not repair your problem , then it may well be the Ballast Board, Sometimes call the Lamp Driver.

HOwdy;
Try unplugging TV from a/c for 2- 3 minutes. Plug back in, turn TV on. If red light turns on (Lamp may light and go out) suspect bad lamp part # 915P020010.

Good Luck, Big Irish.

sounds like the 34 error which is caused by the power board capacitors. you can get the repair kit that should repair that issue. The kit contains the replacement capacitors and step by step instructions. Heres a link to the repair kit for your model.
http://servicemanuals.vstore.ca/product_info.php/pName/mitsubishi-v26-dlp-power-pwb-repair-kit/cName/repair-kits

If the lamp is bad, you will hear a buzz noise as it tries to fire up the lamp. If you let it try enough it will spit out the error message. You can pop the speaker grille off and gain access to the lamp door. Use a philips screwdriver to get in. The lamp will be shattered or damaged looking if bad. If you have a good lamp, you may have 2 bad capacitors on the power board (3300uf). They will be bulged on the top and not flat. It is difficult to disassemble this tv.

https://www.mitsubishi-tv.com/asset/file/owners_guide/WD-52525.pdf
Page 11 talks about using a paper clip to hit the recessed small reset button. try this

Here's something that might also be useful. After you turn on the set, and get the regular red blinky lights, hold down the Device and Menu buttons together for about 5 seconds.
The Power light will start to flash in a two digit sequence.

For example, 3 flashes, then 7 flashes = 37.

Here are the error codes, and the corresponding problem:

12 = No error detected, check power supply.
32 = Lamp Cover is open.
33 = Air filter cover is open.
34 = Lamp abnormality
36 = Light Engine (DMD or Lamp Fan stopped)
37 = Exhaust or Lamp Ballast Fan stopped
38 = Lamp Temperature High
39 = DMD Temperature High
41 = Short is detected
44 = DVI cable between FMT and Engine disconnected

take the lamp back out and reset the lamp

Could be quite a few things wrong. first I would do self test diagnosis and see what error you get, then check that area. It could be a bad Ballast or it could be Fuse F9a09 and the Light Engine. It also could be Caps C9a37 and C9a38. For additional info www.ctechnicians.com