Are the lamps themselves marked 220V? Many halogen lamps are 12V and there is a step-down transformer built-into the fixture.
I am buying 110v lamps but I am not sure if I can buy 50w (easily found around here) lamps or if I should stay with 35w.
Wattage is directly related to heat. The maximum wattage rating should be marked on the fixture somewhere. Or, check to see if there is some rating on each of the 5 sockets. If each socket is rated 50W or more, you can probably get away with it. But, if there is any plastic, the additional heat may melt it. If you exceed the rating, and your house burns down, you can't sue the lamp manufacturer... But, your insurance should still cover the damage... :D
Note that if you keep the power the same (35W) at a reduced voltage, the current will increase.* You are probably safe, but if you can se the wires, they may be marked with the current rating which should have plenty of safety margin since the whole thing will only pull a couple of amps and most lamp wiring will be rated for more than that. (Watts/Volts = Amps).
Second question.. I tried to turn on a single 220v lamp and it worked weakly as expected, but when I put all the five lamps one of the wires bursted. Why? I thought it work weakly as it did with a single lamp.
That should not have happened in any case. Maybe the bulb was defective (shorted-out). A 220V lamp connected to 110V is something like using a dimmer, plus the fixture should be designed to survive a 110V brown-out when connected to 220V. Something "funny" could happen if there is a switching step-down power supply, but nothing that bad[/b] should happen.
* The current will increase if you use 110V/35W bulbs. With the original 220V bulbs, reducing the voltage also reduces the current.