90% of the time, lampshade is best simulated with a Vray2SidedMtl. The other 10% is when the shade is from a solid material and does not actually let through any light. In that case, just set up a regular, non-translucent material.
The front side material should be set up as some sort of fabric, plastic, or paper. We are using the plain fabric material from a previous tutorial.
Now set up an appropriate Translucency map like the one below, for the fabric material.
To make the shade thicker or thinner (less or more translucent), make the overall color of the Translucency map either darker or lighter.
