I wanted to thank everyone for their comments, advice and such - it is greatly appreciated!
I've now been able to cleanse the lamp, and the rest of the house. It's not like the energy of the lamp was bad, or evil, more of a pain in the butt! If I wanted the lamp off, she wanted it on, if she wanted it on, I wanted it off. I hope I've at least appeased her spirit, or energy, and helped it move on to another journey.
The cat wasn't freaked out at all, he made no ill motions, or odd behavioral changes when I brought the lamp in so I knew the energy wasn't harmful, just playful.
I would LOVE to know who the "she" was behind the lamp, in the upcoming days to weeks I hope to get in some good investigation time, talk to the lady who sold me the lamp, and consort with a friend of mine who is a talented clairvoyant to see if she picks up anything I've missed.
Until then, I am just going to keep an eye out for any odd movements from the lamp.
If anyone knows a source where you can send in pictures of antiques and have someone in the field respond with some information I'd be grateful for a link or e-mail address. I would really like to know the origin of the lamp, and I hope there is some sort of online "Antiques Roadshow" out there where I can submit pictures...
Anywho, its pouring rain here, and the cat and I have decided it would be a wonderful day to lay in bed and watch movies, so here we are! ;)
Embracing the Journey, and my pillow.