Preheat your oven to 350 degrees and completely cover your baking tray with foil.
Cut the Mardi Gras beads off the strings using scissors and place them in the pattern you want for your lampshade on the foil. It is best to make the shade in a circular shape with a hole in the middle. It is a good idea to measure your old lampshade from top to bottom and make your shade the same size.
Put the baking tray in the oven and bake for 15 minutes. Turn the tray halfway around and bake for an extra five minutes, then remove the tray from the oven.
Wearing the protective gloves, mold the melted beads into the shape you desire for your lampshade while the beads are still hot; the foil should be attached to the beads. A good way to mold your shape is to form it around the old lampshade, foil side down.
Allow the beads to cool and remove the foil from the new lampshade. Put the lampshade on the lamp by screwing in the securing bolt through the top hole, then screw in a lightbulb under the shade.