Turn off the electricity at the circuit breaker to the room with the ceiling fan.
Remove the bottom center decorative plate on the fan. Follow the manufacturer's directions when possible. Usually, there are several recessed screws along the face or side of the cap that can be unscrewed to remove the cover. Most fans are pre-wired for a lighting kit.
Pull the wires out of the top of the ceiling fan fitter. They are usually bundled in the top of the fitter. Strip off 3/4 inch of the insulation on each wire using wire strippers. Twist the small copper wires in your fingers.
Pull down the electrical wires that are capped off inside the cover. Remove the electrical nut cover. Match your wire colors. For example, twist the white with to the white wire. Bend the copper strands around each other. Screw on the wire nut. Repeat for the second wire. Some fans have a single wire with a plug that plugs into the top of the fitter.
Attach the fitter to the underside of the ceiling fan motor. Follow the mounting directions for your fitter. Most fans have screw holes that allow you to screw the fitter to the bottom of the motor. These may be the same holes used to hold on the cover.
Insert the glass shades into the armatures of the fitter. Unscrew the set screws on three sides of the fitter. Insert the glass. The glass shade will have a lip designed to receive the screws.
Tighten the screws, first with your fingers. Tighten each screw the same distance or evenly. Screw tight enough for good contact but not enough to put stress on the glass. Repeat for each glass shade.