This is a summary of what (in my opinon) makes the lamp ad very effective. First I talk about general things that apply to the whole ad, and then I talk in details about each shot.  
  
General  
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The director uses some techniques all over the ad to make you feel sympathized to the lamp  

 1. Sound  
  The director uses soft sad music to make viewers feel sad  
  The director also uses the wind sound to separate the inside from the outside. The wind sound also gives the feeling of desertion and loneliness.  

 2. Close shots  
  The director uses lots of close shots to the lamp to make viewers feel closer to the lamp. And what the lamp feels.  

 3. lighting  
  The director uses soft and nice lights inside the house to give the feeling of warmth. Outside, it is dark, and the director uses back lighting to give the illusion of mystery and unfamiliarity.

 4. Lamp Orientation
  The director tries to model the lamp as a human. The bulb represents the head. The director uses shots when the lamp is looking down to give you the impression that it is a human feeling down. In later shots, the lamp is pointing more down than earlier shots, giving the impression of sadness

Detailed  
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The ad consists of 13 shots.  
  
<b>Shot 1</b>. Take the plug off  
	Soft lighting inside the house to give the impression of warmth  
	The lamp is purposefully selected to be on! Light represents life! When the lamp is on, it is alive. When the plug is pulled, it is dead  

<b>Shot 2</b>. You are my baby  
	The girl holds the lamp like a baby, which further tells you about the connection between the two. A close shot on the lamp makes you wonder how it feels right now.  

<b>Shot 3</b>. A look back at the home you are about to leave  
The home through the eyes of the lamp. It looks back at the home it is about to leave. Now, you start to feel sad. The home keeps getting farther and farther  

<b>Shot 4</b>. Open the door, sounds of wind  
Girl opens the door. This scene has only back lighting which gives the impression of loneliness. The trend is to show out scenes with back lighting. This is the start of the transition to the new world.  

<b>Shot 5</b>. near the garbage can!  
The lamp is thrown away! Here, the shot doesn't even include the girl! Only the lamp appears which attracts the attention to the lamp rather than the whole action.  
The fact that the lamp is thrown away with a trash bag, makes you feel bad for the lamp now becoming equal to trash.  

<b>Shot 6</b>. The girl runs back home  
The camera again focuses on the lamp. You see the girl running back home. This brings back all the fears people had when they were young kids. Young kids when visiting any place with their moms always feel afraid when their mom leaves without them.   The scene of you being alone, and your mom is running out to the door, closing it behind her is pretty scary. Another analogy to the kid-mom relationship  

<b>Shot 7</b>. At night in rain  
The first soft transition in the ad to imply a relatively long time passed.   
back lighting is used again to give impression of loneliness. The rain adds to this effect.  

<b>Shot 8</b>. That used to be your home!  
The view from the lamp's eyes to what used to be its home. The girl is now using the new lamp. You start to feel, "Wow. This girl is totally disloyal".  

<b>Shot 9</b>. In the street (though the window)  
The reverse of shot 8! Now, the girl is looking at the lamp... The lamp is alone, looking down, and guess what... The lamp is "ON" again. We see how loyal the lamp is. It knows it is night. Its owner used to light it at this time, so it is "ON" to light for its owner.  

<b>Shot 10</b>. Again on the window  
Similar to shot 8. The lamp is watching its owner using the new lamp.  

<b>Shot 11</b>. Turning off... for the last time  
Back to the lamp. This is similar to shot 9. Now, the lamp turns off. First, this gives you the sad feeling of the lamp practically dying. Second, we will see shortly, it has turned off because this is the moment the girl turns off her new lamp. The old lamp is still loyal to the owner afterall.  

<b>Shot 12</b>. Loyal to the last moment  
The girl turns off the new lamp, and pats it on the back.  
From the shots 8 -> 12, we see the contradiction between the girl's disloyalty and the lamp's loyalty. This is enhanced by the use of parallel editing.  

<b>Shot 13</b>. The punch line!  
Finally, you discover you were an idiot. The girl is not disloyal. The lamp doesn't care. And most importantly, this is just an AD! The lamp doesn't even belong to that girl at all! :)