This is a pretty simple idea that I originally saw on Instructables a while ago but was not happy with the way the original tutorial handled some things so I decided to do one myself.
Tertial Work Lamp from IKEA (Article Number: 203.703.83)
A nut or several small washers (I'd give you a size, but it will vary based on your mic holder)
Soldering Iron or Wire cutters
Phillips Screwdriver (P1)
Standard Screwdriver (if your mic holder requires a standard screwdriver)
Before I begin, I will mention that this method presents no way to shock mount the microphone and WILL pick up every little bump on your desk. This can be lessened by sticking foam or soft plastic tubing into the springs on the lamp but it will not be perfect. Avoid bumping the desk or mount to something that is not likely to vibrate.
Step 1: Prepare the lamp and microphone holder
There's nothing fancy here... Just a few screws over the thing the bulb screws into. Just unscrew those and remove the shield.
Step 2: Remove the shield and pin assembly from the spring arm
The pin may be difficult to get free, but loosen and remove the screw running through the center being careful not to lose the nut in the plastic thumbscrew while doing so. The whole assembly should push out fairly easily.
Step 3: Remove the bulb fixture and pull the cord out of the arm
I desoldered mine for reuse on a project later on, but you could just clip the cord and pull it out of the aluminum tubes as well.
Step 5: Remove the screws holding the microphone holder to the part that screws onto the mic stand.
Step 6: Take your nut or washers and get ready to wedge them into the spring arm where you removed the pin assembly from.
As you can see, I used a nut. You'll have to measure and then find something suitable for your specific materials. Replace the screw and thumbscrew you removed earlier and the mic stand is ready for use.
The entire project cost me $9 to make as I had parts handy. Average cost for this should be in the $10-$15 range.