This is a very easy tutorial although it does require a good understanding of PSP, especially using layers and the Deformation Tool although I have tried to make these instructions detailed enough for beginners to follow as well. Therefore more advanced users may not need to follow all steps shown.

My zip file of supplies containing lamp bases and lace pattern.
Note: The egg stands are in Version 7 format so should open in all versions of PSP.
If desired you can make your own tubes from these.
Place the lace bitmaps in your Pattern folder.

Photoshop format supplies

Remember to save often.

Step 1
Open a new transparent image 400 x 400
Flood fill with a pattern, gradient or solid colour of your choice.

Hint: If using a pattern reduce the scale considerably as the Vizros filter tends to stretch things.

Step 2
Open the Vizros filter and select Cylinder.
The following settings are a guide only and will depend on whether you want to see
 the bottom inside of the lamp shade (select Bottom Left or Right position)
or the top inside of the shade (select Top Left or Right position).

In the Settings Area select Image for the Side Page.
For the Top page choose Solid and either White or a pale yellowy colour.
I have used # FEEEC2.
Ensure the Background Page Opacity is set to Zero.
Click OK.

Step 3
Increase the Canvas size by about 100 on the Height (Image > Canvas Size) and use
the Mover Tool to position the lamp shade at the top of the image.

Step 4
Use the Magic Wand with Mode set to Add and Tolerance at Zero to select the inside of the shade.
Cut (CTRL + X) and paste as a new layer (CTRL + L).
 Use the Mover Tool to move it back into position.
Deselect.

Step 5
Move the inside layer below the lamp shade layer.
Layers > Arrange > Send to Bottom.
Create a new raster layer between to the inside and lamp shade layers.
Click on the Picture Tube Tool and locate the egg stand tubes.
Alternatively copy and paste the .psp image as a new layer.
Use the Deformation Tool set to Scale to position the stand and also to elongate if necessary.

Step 6
If desired use the Deformation Tool set to Perspective to taper the lamp shade
by moving one of the top corners in slightly.
In V7 hold down the CTRL key to taper the shade.
You will also need to move the shade back down into position as well..

When you are happy with your lamp right click in the Layers Palette
and then Merge > Merge Visible.
Click on the Mover Tool or any other tool to apply the deformation.

If desired you can now make a tube of your lamp.
If unsure how to do this go here for instructions.

Tabletop for the Lamp.

Making a tabletop for the lamp to sit on is also very easy.
Add a new raster layer and move it below the lamp layer.
Flood fill with a timber or other pattern or colour of your choice.
Use the same settings in the Vizros filter as the lampshade with the following changes:
Position - Top Left
Add 20 - 50  to the A & B dimensions
Reduce the Z dimension to between 20 - 30

In the Page Properties area
Side & Top page are both set to image
Background set to zero.
Use the Mover Tool to move the table top to the bottom of the canvas.
Re-position the lamp as required.

Lace Doiley

Open a new transparent image 300 X 300 and flood fill with a lace pattern.
In the Vizros filter use the same settings as for the table top with the following changes:
Reduce the A & B settings by 20 -30
Reduce Z to zero.
Click OK

In the Layer Palette click on the lace layer and drag it across onto the Lamp image.
Alternatively, Copy and Paste as a New Layer on the Lamp image.

Position the lace layer between the tabletop and lamp layers.

Decorate as desired.

Variations

I hope you have enjoyed this tutorial. If you have any queries or find any instructions that need clarification in the tutorial don't hesitate to contact me.

Please help me keep this site up and running....
ANYTHING is appreciated, thank you so much!