The with a slim flat head screw driver, pry the socket shell from the socket cap. With the slack in the bottom of the lamp you can pull the socket up and unscrew the lamp wire from the socket terminals.
Remember to keep the UL Knot intact. If the lamp does not have a UL knot, this is the time to do it. Also if the lamp is loose, this is the time to tighten the bottom nut of the base to the socket without twisting the wire in the lamp.
Total cost <$2.00 Total time: < 20 minutes