I was bored and reading the arreat sumit and ran across this:
Unique Items can be Socketed using the first quest reward in Act V or a special Horadric Cube Formula. You can place Gems, Jewels or Runes in Unique Items to make them even more valuable. Unique Items can only have one socket, with a few exceptions. You cannot complete a Rune Word using a Unique Item.
I am not aware of any cube recipies for socketing if there is can someone let me know what it is.