I made pretty much a copy of the lamp that's in my room. (At least close for a reasonable amount of time in Carrara.) But I'm getting some weird reflections from the lamp harp piece showing on the shade. If it weren't for that, I'd have it pretty darn close to how it actually looks. Any ideas? And no, I don't think I have caustics turned on.

Both pics are the same settings, other than the fact the shade is removed in one.

It almost looks like it's refracting through glass.
Check to see if there is any refraction in your shade shader (that sounds silly).
Also try and uncheck refraction in the render settings.

Also, if you're going to have the shade on, you might take reflection and glow (if any) out of the shader for the harp. With so little of the metal showing, the specular highlights should be plenty, and the metal will be less involved in the scene. Plus your render will be marginally faster, which is always nice.

 This actually an artifact that can have several causes. So, here's several solutions in order of how I trouble shoot this stuff since I don't know you render settings:

For the Render Room

• turn on Improved Edges
• increase photon count
• increase precision 
• increase photon map accuracy
• enable full Ray Tracing

For the objects - specifically the wall:
 - increase poly count

Actually there was some refraction that wasn't needed. Being lazy I used one of the preset mats to do the liner part of the shade. It was some "plastic" variation that had a nice diffusing quality to it, but it also had refraction. But now it's been tweaked again.

Now I'm suspecting that I probably have some stuff on the shade shaders backwards. So the shader on the liner piece probably needs to be translucent, and the shader on the outer fabric part needs to be transparent. But I'll take a little break for now. (It's looks pretty close, being that the shade model has 3 parts like the real one.)

Another try at it. Adjusted some other things too. Still needs a bit of fine tuning. It's getting closer still.

If the shaders are set exactly right, the lighting will do all the rest

 Do you include the translusency channel of lampshade shader?

Here is my test image.
I am setting the same color as the color channel to a translucency channel.