I took an ordinary lampshade off a lamp from Ikea, and wrapped it in burlap. I plan to spray paint the base in the near future
Here is the plain white shade before
Basically, I cut the burlap the same size as the lamp shade. Folding the edges of the burlap around the base of the shade, I hot glued it the the inside of the bottom of the shade.
Pulling it taut, I glued the burlap around the top.
It was a little rough around the edged so I
glued a little trim to the top rim, left over from this chair