First, pick a wood stain to cover the cigar box with. I chose a mahogany stain. Make sure to do this over newspaper so you don't accidentally stain your table! I wiped the stain on with an old rag.
This is a lamp kit that I got off Amazon.com. I'm not a lamp expert so this made it very easy for me to put together!
Put together your lamp kit via the instructions that came with it. Once you have the base together, simply glue it to the center top of the cigar box (once the stain is dry!). I used a hot glue gun.
Screw the lightbulb into place.
I chose an Edison lightbulb because I like the old fashioned look. You don't need a lamp shade because the light isn't too bright. It's just for looks.
Voila! A finished steampunk style lamp!