As promised, here's a stencil drawing of the Mexican-style IQ Lamp: .ps, .svg, .pdf. (1:1, DIN A4/ISO 216 paper size)
30 of these are needed to assemble one mexican style lamp, as depicted below. The material to cut these patterns from needs to be a thin (less than .5 mm thick) plastic (or maybe cardboard) which needs to be flexible - but not too flexible, and not glossy. It might be advisable to use energy-saving light bulbs for this lamp. They are entirely hidden inside the lamp and might be good to avoid overheating of the plastic. Assembling instructions, Video, Instructable. Please note that assembling the mexican-style IQ light needs a quite a bit manual force because all pieces are bent a little, in contrast to the original danish design which appears to be assembled without any force. (at least the video clip suggests that.) For mounting a cable/lamp socket you might need to cut a small hole in one of the plastic sheets, to put the cable through.
Once again the photo:
Have fun!