hps bulbs require a special socket called a mogul socket, which is bigger than a regular socket it.. and like someone else said, you need a ballast built just for hps bulbs in order to fire them up.. ballasts take the electricity that comes out of your wall and increases it, kind of like an amplifier for your car stereo, as hps bulbs take lots of energy to simply fire up.. once fired, the ballast then drops the energy back down to what is needed to simply keep the bulb burning, no more, no less.
cfl bulbs that do simply plug into a regular light have a ballast built into them, which is why they work the way they do.. if you look at a cfl bulb, you will see how big the base of them is compared to a normal incadesent bulb.. the base is what contains the ballast for the bulbs.. without the ballast, cfls would never light in a normal fixture as it would never get the required energy needed to get it to fire..
hope that helps out some..