Unplug the lamp from the electrical outlet and unscrew the light bulb. Place the lamp on a level surface.
Raise the harp's two sliding cylinders, called ferrules, to reveal the notched ends of the harp base. Hold the ferrules in the raised position while squeezing the base of the harp together. Insert the notched ends of the harp into the corresponding C-shaped channels of the saddle, which is the U-shaped piece mounted just below the lamp socket. Release the harp.
Straighten the harp if it's sitting crooked. Slide the ferrules down over the ends of the saddle to lock the harp into position. Twist the plate at the top of the harp until the threaded stem stands upright.
Hold the lampshade right side up. Locate the lampshade's fitter, which is a metal disk with radiating spokes and a hole in the center. Place the fitter over the harp's threaded stem. Screw a lamp finial clockwise onto the stem to hold the lampshade in place. Straighten the shade if needed.