Well, I cant really help you unless you have the materials I have.
http://www.spencergifts.com/shop/pro...p?pid=00564211
I just happened to have that lamp. However, I didn't like the skulls and fingers dangling, so I took them off. They were connected with little chains with screws on the ends. Eye screws I think they're called. So I just unscrewed them. Then it was just a matter of removing a couple links of the chains so they're the right length, and then screwing them into the soft plastic handles after cutting the plastic chains off with an exacto blade.
Although I'm pretty sure you could get the proper materials at Home Depot or somewhere like that.