I have the same issue as well with my QX4, my right side xenon bulb went out as well. I did a search on prices for these xenon bulbs and I came across this thread from the Infiniti M owner's.
zerothread/256332
Also other QX4 owners were talking about this guy on ebay (akinaboy) selling great Xenon bulbs (OEM Phillips) capsules. Just thought I might help out as well. Most likely I will order them from ebay from this guy. Great Prices too, dealer was charging me over $200.00 for just 1 capsule. I can get the pair for less than this. Check it out, here's the link. You want make sure you replace both sides as you don't want to run into discoloration, if you want both headlights to match, replace both sides.
http://shop.ebay.com/merchant/..._mdoZ
Happy Shopping!