My friend was having this same problem on his Vespa p200e (scooter). I can't remember exactly what he did to solve it, (he is asleep right now but I will talk to him today and post what he did this afternoon). I would start with a brand new bulb, and then trace every single wire on the ped to see if you have a unwanted ground somewhere. Check your thumb switches, if there is too much bare wire exposed before it goes into the posts it could easily ground there(on my ciao if you bump the thumb switch or move it back and forth it will sometimes ground out). Hope this helps, I'll have another post for you in a couple hours.
Vespalad