Well the problem you will have is capturing the whole range of light if I understand what your meaning, If the lamps on and your shooting the picture you can expose for the lamp and the stained glass but the back ground will not be seen as that will not be exposed for.
Which isnt a problem if its the lamp your after photo graphing.
The other alternative is to try HDR which merges multiple exposure into one so you can in theory retain more shadows and highlights because your blending them from different pictures.
There is some free software:
Picturenaut Overview that will help you blend the exposures. For more information on taking multiple exposures search the forums here theres a great depth of knowledge around here
__________________
You cant fool all of the people all of the time, some of the time all of the people will some of time but not all of the time as some of the time all of the people will some of the time but all of the people will not all of the time
!!