New Vector Plasma lights would come from the manufacturer with brand new bulbs. It is generally recommended to replace bulbs annually in the Spring for the best control of flying insects. (The UV strength will decrease greatly before the light actually burns out.) We did not see an order from us, so we are not sure from whom you purchased the light, but generally as long as the light turns on out of the box it is effective.
Keep in mind that placement is key when using fly lights. Fly lights generally do the most work at night when there is no sun and there are no competing light sources. Lights hung near direct sunlight will not catch many flying insects at all during the day. Optimum height is generally 4-6 feet off the floor.