I started by removing the trim and fabric from the shade. My plan was to use this tutorial but it never occurred to me that my shade had a smaller circumference at the top than at the bottom. Grrr. This made it a little trickier to apply the fabric so what I did was apply it in two pieces creating two seams which I wasn't thrilled about, but it worked.
I used fabric glue to apply the burlap and held in it in place using tape.
For the burlap trim, I cut two pieces. One that measured the circumference for the top plus one inch and one for the circumference of the bottom plus, both about 1 1/4" wide. I have found that sometimes heat & bond causes fabric to draw in or shrink slightly. So I wanted to have pieces that were long enough knowing that I would cut off the excess. I folded the pieces inward and pressed.
Next I applied heat & bond according to the instructions on the package.
Next, using my glue gun, I applied the trim to the top and bottom of the shade.