To make this, get some contact paper, available at Home Depot, Target, Amazon, hardware stores, etc. If you want something special and you've got a bigger budget, this place is a contact paper wonderland. Then either draw your design freehand on the back, trace it on with graphite paper, or use my lazy method below. Note that when you trace your design on the back, it will be reversed when you flip your contact paper over. So if this matters, you'd better flip your design first or trace it on the front of the contact paper.
I made some circles in Illustrator, printed it out tiled, and taped the sheets together. Then I taped the design to the back of the contact paper and cut out the shapes. I just eye-balled where to stick them on the shade. If you accidentally stick something where you don't want it, you can reposition it if you slowly peel it up, but you have to be very careful. And after your shade bakes in the sun for awhile, I doubt you'll be able to remove the decals, so plan wisely! If you want the circle design I made, download the PDF here. It's tiled onto separate pages with a 1/2" overlap.
You have read this article decorating / tutorials with the title DIY vinyl shade decals. You can bookmark this page URL http://jenkrebs.blogspot.com/2008/09/diy-vinyl-shade-decals.html. Thanks!