I decided to create a similar lamp using stuff I had lying around my place.
Step 1: Construct the Lamp Base
Attach the rubber feet to the lamp base with the adhesive strips
Place an energy efficient bulb back in the lamp
Step 2: Construct the Cassette Tape Tower
Run wire through the eyelets, and create a column of cassette tapes (four tapes high)
Build three more columns and wire the columns together, one at a time.
Step 3: Assemble the Lamp
Cut to colored sheet of plastic to the proper height. It should be slightly shorter than the cassette tape tower. Roll the plastic up and place it within the cassette tower.
The plastic shouldn’t melt as long as it isn’t touching the bulb, and you are using a bulb that doesn’t output much heat. Nevertheless, you should keep an eye on the lamp during its initial use, and make sure there aren’t any problems.