How to Make an Oil Lamp
Make an oil lamp from a light bulb
Materials & Tools
You'll need a light bulb, a washer, a wick or rope that fits into the washer, and fuel such as rubbing alcohol or lamp oil. For tools you'll need some sort of wire cutters, gloves, and a hammer. Here's a somewhat instructional video http://www.youtube.com/watch?v=kFDenYsyMbA&feature=player_detailpage
Make a Stand
You can make a stand for it by using the cardboard ring of a roll electrical tape. Or you can bend a coat hanger/copper wire into something similar to the images below.