The headlamp, and tail lamp are both AC fired, and do not go thru the regulator. so that's not it.
Have you changed the Stator by any chance?
If the wiring going to either of those light gets grounded then the bulb takes a full 1/2 sine wave of whatever voltage the AC side of the stator puts out. I THINK it is around 235 volts AC peak. The reason these 12 volt bulbs can survive is they only see 1/2 sine to an open circuit using the resistance of the charging coil as a make shift ground. Sounds like a lot but it's pretty simple...
if the stator has a shorted coil this will also make the bulbs blow instantly.
If you have altered nothing... remove both bad bulbs, Disconnect the stator plug, and test each of the wires for a short to ground on the bike. If they show good then test the stator as per the manual...
http://www.kymcoforum.com/index.php?topic=495.15 It's about 1/2 way down that page.
If the stator proves bad:
Look at the left side/bottom of the engine (below the CVT cover) for a section of the engine case that has the engine ID numbers. It is either a kg 10 sa, or a qmb 139. Post the number, and we'll help find the part for a good price.