Materials:Round balloonsWall paper pasteOlive oilMarker penCrochet cotton or stringLight fittingEnergy saving lightbulb (doesn't get hot = no fire hazard)
Blow up your balloon. Trace the diameter of your light fitting to the base of the balloon with marker pen. Since I couldn't find perfectly round balloons at the time I made my lampshade, I decided to leave a bigger hole at the bottom of the lampshade, so as to make a domed shape rather than a perfect sphere. So, in order to do the same, draw a bigger circle at the top of your balloon.
Next, suspend your balloon with a piece of string. I used a coat stand and a piece of dowling wood (which, incidentally, I had lying around from when I made inexpensive curtain rails...). Spread a plastic sheet on the floor to protect from drips and mix your wall paper paste, following the instructions on the packet. Smear your balloon with olive oil to prevent the string from sticking when you go to pop the balloon at the end.
Dip your string into the paste solution and begin to wrap around the balloon, avoiding your marked areas. Use any pattern you like, but try to vary the directions a bit so you end up with a solid structure that will be able to support itself.
When you are happy with the density of the string network, allow to dry, at least overnight, then pop the balloon. Or, do as I did and forget about it for a few days, by which stage the balloon will have shrunk away from the string all by itself. Voila!