Now we're done with the disclaimer bit, go buy yourself some thick leather gloves and some safety specs, cheap stuff will do but just go do it. I know, I never use safety gear when I'm drilling metal or wood but you're about to drill through a piece of glass at several hundred RPM. Somewhere a risk assesor is bleeding from the ears already. Don't argue with me, they're your fingers and eyes, protect them as such!
Things you will need
Your bottle of choice (I reccomend 70cl/1 litre bottles for the sake of scale and the extra weight)
The kitchen sink
A few old towels
A 10/12mm rubber grommet
A wine bottle stopper/optic seal
A length of 10mm threaded tubing
A rechargeable drill
An appropriate length of dual/tri-core electrical wire
Your lamp fitting and shade of choice
And finally a 5mm and a 12mm Tungsten/Diamond core drill bit.