How do I fit light shade with a hole that is bigger than light fitting?

I bought a light shade for a ceiling light and when I tried to put it up - the hole in the middle of the shade was much bigger than the light fitting itself. The only way I could get it to stay up was to have the part with the hole balancing almost halfway down bulb. Surely that's not right? If I had a thin energy saving bulb it would just fall off, it's only because I have a normal bulb just now that it stays up.

Can anyone help?
 
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