Before you start emailing me I know you can probably buy a cheap desk lamp cheaper but sometimes it's just fun to make something. The parts really are not that expensive. $6.99 for the LED, $7.89 for the Power supply off amazon.com, $3.49 for the rocker switch from Radio Shack. Just a few more dollars for the hardware and supplies. Maybe $25 total.
Make sure you read all the instructions and take your time. There are a few important steps that will cause trouble if you miss them. For instance the LED module has a polarity. If you wire them up backwards they won't work. It won't kill the LED but you will have to un-solder and start over.
Another good point to consider. You really need to be able to solder the connections. If this is something you are not familiar with then you may want to pass on this project. Soldering is not hard but if you don't have a soldering iron I would not buy one just for this project.
One mistake I made while putting it together was not installing the rocker switch lock nut on the wire before I soldered the wire to the switch. Pay close attention to this to avoid the same easy mistake.
This inexpensive LED module could come in handy for many lighted projects. Even if you do not build this project you may want to check out the LED modules from Frys.com.