Diamond anvil cells (DACs) are widely used for the study of materials at high pressure. The typical diamonds used are between 1 and 3 mm thick, while the sample contained within the opposing diamonds is often just a few microns in thickness. Hence, any absorbance or scattering from diamond can cause a significant background or interference when probing a sample in a DAC. By perforating the diamond to within 50-100 microm of the sample, the amount of diamond and the resulting background or interference can be dramatically reduced. The DAC presented in this article is designed to study amorphous materials at high pressure using high-energy x-ray scattering (>60 keV) using laser-perforated diamonds. A small diameter perforation maintains structural integrity and has allowed us to reach pressures >50 GPa, while dramatically decreasing the intensity of the x-ray diffraction background (primarily Compton scattering) when compared to studies using solid diamonds. This cell design allows us for the first time measurement of x-ray scattering from light (low Z) amorphous materials. Here, we present data for two examples using the described DAC with one and two perforated diamond geometries for the high-pressure structural studies of SiO(2) glass and B(2)O(3) glass.