I found this video of Patrick Soriano and wanted to give it a try with my limited tools and skills. I think it turned out pretty okay for the first try, but there are a lot of things you could do better, which I will mention during the instructable.

But now, let's start!

Step 1: Tools and Materials

Tools:

a battery-powered drill
a jigsaw
a circular saw
a brush or cloth
some clamps
some kind of sander (I used a random orbital sander)
hot glue gun

Materials:

concrete
scrap-wood or melanin for the casting mold
wood for the shade
wood glue
wood stain
wood filler
two screws with nuts
epoxy resin
silicone
bulb socket (already with wire or you need an extra wire)

Step 2: Making the Casting Mold

I did not use the measurements from the video, so the first step was to decide how big my lamp should be.

Afterwards I began building the mold. Luckily I had some coated wood lying around, so I did not have to buy anything for the mold.

I cut the pieces to size and made a square. Then I made a piece which had the same shape as the 'arm' of the shade, drilled to holes in it and glued the screws in those holes (after screwing some wing nuts on them). (Side note: if you buy those wing nuts, control them in store - I had one without thread inside..)I glued this piece centered on one side.

Now I had to find something almost the same size as my bulb socket. I found a little bottle of syrup (another side note: do not choose something made of glass, it's almost impossible to get it out without breaking it..)and glued it to the bottom of the mold. I put silicone in every edge and created round corners with my finger.

Last thing was to create a slit for the wire. I took an old pen, cut it to length and glued it to the top of the bottle and the mold.

Now I filled the mold with concrete and used a hammer to vibrate air bubbles out of it.

Step 3: Lamp Shade - First Try

First I tried to make a lamp shade with 45-degree edges. But because of my very cheap circular saw those did not turn out very well.

That's why I had to go with a second try.

Step 4: Lamp Shade - Second Try

For the second try I did not make 45-degree cuts but made two sides longer, so they simply overlap.

Afterwards the four sides were glued together and some bad spots were filled with wood filler.

After the glue and the wood filler were dried, everything was sanded off.

Step 5: Getting the Concrete Out of the Mold

Now it was time to get the concrete out of the mold. That's when I realised, that I made some mistakes here.

First mistake (as already mentioned) was the glass bottle. I did not manage to get it out of the concrete so I ended up by breaking as much as possible and leaving the remains inside - luckily the socket fits perfect inside the glass and I did not have to glue it.

The second mistake was, that I chose uncoated wood for the part where the 'arm' of the shade has to fit in - it was a real pain to get it out, because naturally it soaked a lot of water from the concrete and sat really tight inside. I ended up destroying it, which was really sad, because it shoud have been the template for the exact shape of the 'arm'.

The last mistake was, that I did not work clean when I put the silicone inside and did not wait long enough for it to dry. This led to a lot of silicone leftovers everywhere and I had to sand the whole concrete block to get rid of them.

But I think for my first time working with concrete it came out alright.

Step 6: Finishing the Concrete and the Wood

Because the concrete naturally felt chalky after sanding it, I searched for a possibility to make it feel a little bit smoother and the result was epoxy resin. I covered the concrete in it and let it dry for a few days.

The lamp shade was painted with walnut wood stain.

Step 7: Assembling

Now it was time to assemble everything.

With the help of a hammer and some scrap wood I put the bulb socket as deep inside as I liked it and it fits really tight without any glue or something.

Then I put some epoxy resin between the 'arm' and the concrete and tightened the bond with the two nuts.