Sure an ohmmeter can detect an open, it just can't be used to test the lamps - since they are not resistive lamps.
Next you will tell me that you can test a mercury vapor lamp with an ohmmeter.
Projector lamps CANNOT be tested with an AMP or OHM meter. Projector lamps function by igniting ultra-high pressurized mercury vapor accross an ARC tube. At the point where the mercury vapor resides there is no conductive electrical material and therefore testing a projector lamp with an AMP or OHM will not work.
Testing a projector lamp is impossible to do with your typical household electrical equipment. You must buy specific testing machines when testing projector lamps.
Read more: http://wiki.answers.com/Q/How_do_you_test_a_projector_lamp#ixzz2IgFWXx8t
DLP technology is light-source agnostic and as such can be used effectively with a variety of light sources. Historically, the main light source used on DLP display systems has been a replaceable high-pressure mercury-vapor metal halide arc lamp unit (containing a quartz arc tube, reflector, electrical connections, and sometimes a quartz/glass shield), but in many newer DLP projectors high-power LEDs or lasers are used as a source of illumination. In fact, ALL pico category DLP display units use LED illumination.