Can you post a photo of the lamp? So we can see what you're trying to do?

You need an electricians Fish Tape. The wire ( being stiff) is fed through first and the wire attached. Then you just pull it back out, dragging the new wire. Here's what it looks like:

Here is a link that might be useful: Fish tape

A different link as the one above seems to not be working.

Here is a link that might be useful: Home Depot

Is there an existing wire in place? If so, tape a string to the old wire and pull the string through when you pull out the old wire. Then tape the new wire to the string and pull it through.

I have used a hanger that I cut and straightened out . But I have also done what Annie, suggested- attached to old wiring. Good luck!