The first thing to do is convert the image into lithophane. The image can easily be converted with the help of the following website.: http://3dp.rocks/lithophane/
I have uploaded a sample stl of the image. You can either download it or make one all yourself by using the link given above.
Make the required settings such as borders, lithophane size, etc.
Also, print the lampshade holder whose .STL file is given.
The detailed instructions are given on:
Do not increase the print speed. Also, make sure that the infill remains 100%.