My husband mentioned using washers (and no...I didn't really know what those were until I went to Home Depot and asked). I just got two for each lamp and they are like a quarter each.
Make sure that the opening is larger than the lamp's bold, and that the diameter of the washer is larger then the lampshade opening.
Check out the tutorial on how to use an IKEA lamp shade on an NON-IKEA lamp:
Here's the BEFORE (it looks better in the picture than in real life)
1. Remove the lamp shade, by unscrewing the top nob.
2. Place the washer and lamp shade on top of your lamp
3. Add your second washer and screw your lamp's original nob back on.
and here's the AFTER
I am planning to paint the base or maybe the lampshade, once I decide on my new color scheme.
Happy Ikea Hacking,