Are you saying the bulb wont light even after a new bulb has been put in ?
If so I think your mechanic friend is referring to the ballast unit. This is the thing that ignites the bulb by powering it with 30,000 volts (or something around that) for second or so
The bad news is that these are more expensive than the bulbs by a long way, and to change them the bumper has to come off the car as the ballast unit is on the underside of the headlight (one per headlight).
What you may need to do is to to work out if it is the ballast is to swap the new bulb into the other headlight and see if it lights, if it doesnt then you have a faulty new bulb (it does happen). If it works, then your looking at either a ballast problem or a wiring problem, but you really wont know until the bumper is taken off followed by the headlight.
One tip, if your going to swap the bulbs yourself (its tight but it can be done if you have small hands - You can get better access to the passenger side if you remove the plastic covers and the screenwash filler neck. You may need to move or remove the battery on the drivers side). You will probs want to disconnect the battery to avoid the risk of getting killed by the high voltage volts - it wont happen unless the headlights are on when you fiddle with them. Just make sure you have your radio code before doing disconnecting the battery.
Hope this helps.
EDIT - The above bit about swapping the bulbs is assuming you have a left hand drive car (I assume it is as you mentioned euro's).