Instructions:

Start by clamping the bowling pin in a bench vice right side up. 

Drill a hole all the way through the pin. Make sure the hole is wide enough for the wire to fit through.

Make sure to drill the hole at a slight angle, so the hole comes out of the side of the pin. 

Use a pair of modeling scissors to remove any plastic burrs on the holes.

Detach the wire from the light socket, and thread it through the hole in the bowling pin.

If you have a lampshade that is attached under the light socket, instead of being held on by the light bulb, install the lampshade before re-installing the light socket. Attach the lampshade in some way, and make sure it is not crooked.

Find some way to secure the light socket to the bowling pin, using some sort of epoxy, or glue.

You should have a "functional" lamp. Because bowling pins are designed to fall over, the lamp may easily fall over.

Materials list:

Bowling pin

lampshade

plug in light socket with switch and detachable wire

very long drill bit