Are they plain old 250w lamps? If so, maybe use a photocell to control the second lamp. As long as the first one is "on" the second will be off.

Wayne - impressively simple approach. May take a little trial and error with some sort of a "light pipe" on the photocell to prevent Lamp 2 from cycling on/off if Lamp 1 fails, but it could even be done using all off-the-shelf, plug-in components, and no hard-wiring.

One of these on lamp #2 could be all you need. As long as light #1 is on light #2 should stay off. $10 from home depot

Socket Adapter

The photocells are mounted so the bulbs they control don't shine directly on them. Sometimes if there's something reflective near by you can get the thing to start flickering because it sees it's own light, but usually you can apply some tape in strategic places to cut that out.