Locate the power outlet that the light switch controls. Often the light switch will control an outlet in bedrooms, and sometimes in other rooms in the house.
Put the light switch in the room into the "Off" position.
Plug the lamp into the power outlet that is controlled by the light switch. If the light switch is located in an awkward place in the room, plug the lamp into an extension cord long enough to reach the outlet.
Flip the light switch into the "On" position, then turn the lamp on.
Flip the light switch "Off" and the lamp will also turn off.