Parts list:
1 Lamp socket kit; the one that includes the socket, cord, short threaded rod and nut. ($7 at your local hardware store)
1 Container with lid at least 10" deep preferably metal (coffee can if you can find one) with lid.
1 Compact Flourecent 60w equivelant bulb; any 60w bulb will work but I like the CFL's.
Other stuff: Tin Foil, Packaging tape, screwdriver, sharp knife.
First poke a hole in the center of the bottom of your container. The hole needs to be big enough for the threaded rod to fit through. If your container is not metal, line the inside of the container with tin foil. Screw the threaded rod in to the bottom of the light socket. Put the socket inside the container, pushing the threaded rod through the hole you made. On the outside, screw the nut on to the threaded rod until nice and tight.
Feed the wire through the hole in the threaded rod up in to the container. Pull the wire far enough out of the container you can work with it easily. Wire up the light socket then feed the wire back out the bottom of the container and press the light socket assembly in to the bottom of the light socket assembly.
Install the lightbulb. Plug the unit in and make sure your connection work and the light comes on. Once you've verified that, put foil on the bottom of the lid (tape in place). Now using your knife, cut a hole in the lid about 1/8" of an inch by 1" inch (just like you're making a piggy bank) cutting through the foil as well.
Make sure the light switch is still in the "on" position. Put the lid on and tape securely in place. Plug it in and test it out.

I used an old oat meal container, lined it with foil. Works great. I strongly suggest using a compact flourecent bulb instead of a regular incandecant bulb as the CFL's don't get quite as hot plus they're not as suseptible to breaking if you bump them around.