First thing, I covered the lamp with extra red fabric, just to give it a fill and something for the burlap to stick to. It is NOT pretty, but it did it's job.
Next, you cut your burlap into squares...lots as lots of squares...way more than I ever imagined.
Some were square, some were not. I just wanted to have a little variety. Then I folded the squares and hot glued them to the shade.
Then you just glue and glue...I think I burned myself five times and had two big blisters when it was all said and done. I would recommend you be a little more careful than me. Your fingers will thank you.