1. Cut out a strip of slightly transparent lightweight paper as tall as the existing shade plus 1/2 inch and as wide as the shade's base plus about 7 inches or so, depending on size of shade. On the wrong side, measure and mark lines 1/2 inch to 1/4 inch apart, depending on desired size of pleat. Score lines across the paper strips with the point of a bone scorer (a flat tool made of bone, available in crafts stores). Use these lines as guides to accordion-fold the paper, pressing with the bone scorer to make crisp creases. With white craft glue, attach the two ends to make a cylinder. If you need additional paper to fit around an extra-large shade, cut and pleat another strip, and attach to both ends.
2. At the top of the shade, use a 1/8-inch hole punch to cut holes through four pleats at a time; use the first holes as your guide for the second set, and so on.
3. Thread 1/8-inch-wide ribbon or thin cord through the holes with a darning needle; tie off. This will draw the top of the shade inward. Place on top of the existing shade. Note: For safety's sake, do not use on lamps with high-wattage or halogen bulbs.