BBorBust
So buy a sheet of styrene, measure, cut out the pieces, and then glue together?
Hit the nail on the head.
Hobby Lobby occasionally has the Evergreen "sampler" pack, which has various thicknesses in it, also in varying widths and lengths. Note, you may want, while in Hobby Lobby to hunt down a set of calipers, as "eyeballing" .030 from .040 sheet takes a little practice. You will want a metal straightedge, a 6" long metal ruler can come in handy, too (oh, and going only line and seeing if you can print off a HL coupon first might not be amiss).
Score a line on the plastic, don't try to hack all the way trhough, you want an even pressure so that neither knife, nor straightedge, nor plastic slips. With the line scored, bend the plastic along the score line, and it ought to snap clean along the cut line.
With a bit of practice, for small shapes, you can score the inside corners and just bend them around a top and bottom peice. At certain thicknesses, this will leave rounded corners, so, you have to be the judge of whether it looks right or not.
Oh, and fair warning, right after you get the replacment right, and glued into place, the actual part will slide out from inside a fold i nthe instructions, or fall off the top of the desk lamp, or where ever it is presently hiding.