riddim may just do the trick.
riddim tells you how: "you take a basket, drill two holes, cover them with hot glue (to prevent the basket from falling apart), put a special threaded pipe through the holes, put a cable thru the pipe. attach a hook for hanging, then the bulb sockets and finally attach the connectors to the end of the wire."
can't find the link to the basket riddim used but i think the alkov would make a great lamp shade too. also check out riddim's lamp made from a washing machine barrel. way cool.
click to see more photos.