Wow, does it really shake? Or is the base in the lamp loose?
Unplug the lamp and then check that the base that the bulb gets screwed into is tight and that the wires that come from the plug are wired in the clamp connectors are tight. If not use a (flat head or phillips) screw driver to tighten the clamps. Lamps shouldn't shake unless someone is shaking it or there is an earthquake.
Lamps are basic electrical circuits and should be easy to fix. You should be able to google fixing lamps on Youtube and there should be dozens of instructional videos.
PS: You should move away from Regular incandesent Light Bulbs, You should find the newer LED Light bulbs which are getting cheaper and last longer and use way less energy. I cut my electric bill by 200 dollars per month by changing all my house bulbs to LED bulbs. Which cost me about 400 to 500 dollars but I made up my investment in about three months.