Check the fuse on the ballast. That might have went.
Make sure head cables are still fully attached
Most importantly, make sure the front face of the lamp is closed tightly, I'll bet this is the problem. All HMIS have a micro switch that prevents the light from turning on if the door and latch are not properly in place. The first time it didn't work is because the lights don't hot restrike and need time for the globe to depressurize. Is it a magnetic or electronic ballast?