Dielectric grease is what you want, however be sure to NOT get any between the screw surface and the end connector on the bulb, as this stuff conducts electricity pretty damn well. You can get it at an auto parts store, it is used for the connection of spark plugs to the wires. Use very little, and I wouldn't use the vaseline if I was you, because the HPS is VERY hot, and vaseline burns fairly easily..

L0rdsOth