The problem you are seeing(!) is the bulb is not properly seated in its little detent. They can be a bear to get right. Release the clip and try to rotate the bulb while it is on. Take a look first to see that the tab is even close to being in the right place-use a small mirror if you must.

HID's are great for these cars. Check out the "Sticky" in the Lighting forum.

Oh-you will need to re-adjust the screw when you finally have it right.