If you'd like light to show through little holes on in the side of the globe, use a drill or your Dremel with a drill bit and drill little holes! I drilled holes along the edges of the continents for mine. A fun version of this lamp could be painting the globe black and then drilling star constellations in the sides!
Once your holes are all drilled, unscrew the piece from the light cord that secures the shade and then push the threaded end of the cord through the hole you made at the top of the globe. Screw that piece back on the threads from the inside of the globe to secure the globe shade to the cord.