Sometimes, the contacts that touch the little buttons on the base of the lightbulb itself are a little worn, and don't make contact. If your problem is intermittent--the light goes off by itself, especially during use or if you move the machine--then this may be the problem. The solution is to carefully use a long set of needlenose pliers, or hemostats or something, and bend the contacts (little copper pieces) very slightly out into the center of the lightbulb base. Go slow-it doesn't take much, and some of them break easy instead of bending.
Inside the switch itself is a little star shaped spring contact that turns with the knob. Do NOT take this apart unless you've got unlimited patience and nothing else to do with your afternoon. (Ask me how I know...:/) If it's that switch that's worn, better to take it to your osmg and let him deal with it.