What wattage?
first of all, UNPLUG YOUR LIGHT FIXTURE. 'off' is not good enough. unplug the thing and save yourself some grief.
If it's 150, make sure the points of the socket still have tension on them. if you take a screwdriver and gently push on them, they should push back. If the points are bent out, bend them in slightly. Put the bulb back in, and see if it holds. If not, bend a little more, and try it again. Eventually it will hold.
If it's 250/400, check to see that the clips on either end are completely closed when there's no bulb in the socket. If not, try gently bending one side of the clip to meet the other one. Then try the bulb.
It also could be the lightbulb. Try flipping ends and see if the same end of the lightbulb falls out, or the same end of the socket.
Plug it back in and you should be good to go.
B