Check out this DIY lamp tutorial showing how to re-cover a lampshade with fabric. This is a great green project because you can salvage those old lamps you want to re-vamp instead of pitching them. Bird and Branch Redesign author, Jessamie Vincent, admitted it was a bit tricky. I imagine every single shade is different, but this is a great basic how-to showing you how to get started.
More:

• Wooden Lampshade
• Lamp with Sharpie Pinstriping
• Nautical Lamp Re-vamp