Step 1: Remove the rod on the bottom
Step 2: Bend the wire into a ring, with legs
I bent the wire into a circle (a ring), a little wider than the clear plastic lens (tube) that surrounds the LED light, then out an inch on each side, and then bent a leg out, on each side. Then I just stuck the light's cylindrical clear lens inside the ring, with the legs sticking out to the side.
NOTE: Although the picture shows a perfect circle in the ring, I made the ring a litle more oval than a perfect circle, so that the lens would friction-fit (so it would stay tight) inside the ring.