I figured that I'd put this here, instead of the PLOG.
Regarding the MH lamps, the eVo lamp should fit just fine in that cage. That gets you as much or more light than the 400W halogen, with less than 1/3 the heat. This shoud allow you to tone down the fans, so that the projector runs more quietly, as well as benefit from $30 lamps which last for 15,000 hours. As in my quote above (Thanks, Quasi.

) the cost per hour starts adding up, depending on how much you use the projector.
The eVo ballast is small, but it's not the only way to go, either. 150W MH lamps come in packages smaller thant he CFLs which you tried initially, so there's certainly room to install one.
The ballast is a bit trickier, but I'm sure that it can be managed. The eVo ballast is about the smallest that I know of for a 150W MH lamp, but they're not hard to find in 3" by 2" by 14" packages, which could be extended onto the side of the projector.
The point being that you can get these lamps for $4 to $5 online, which sounds great, but the cents per hour doesn't work out to your advantage in the end, even excluding the energy cost.