I started by crocheting a big circular sort of thing with a hole in the middle. I used Lion Cotton yarn. I alternated rounds of single and double crochet. On the single crochet rounds I increased the same way you would if you were going to make a crochet ball. When I was done it looked like this.
Next, I cooked up a stiffener. I used regular old cornstarch and water. I mixed about 8 tablespoons of starch into 2 cups of water and cooked it until it got thick, shiny, and translucent.
Then I threw my crocheted circle into the bowl of starch and worked the starch evenly into the cotton yarn with my hands.
Next, I rolled the crochet circle in a clean towel to get rid of the excess starch. When I was done it looked like this (it grew quite a bit).
Then I stretched the crocheted circle over a big bowl (covered with saran wrap) and let it dry.
Once the shade was dry, I attached it to the top of our lamp with the existing hardware and flipped the switch!