Citation:
# Turn the tuner until the slot is oriented across the headstock (parallel to the nut). Feed the string through the tremolo block/bridge, and make sure you pick up all the slack, so the ball sits nicely as far into the block as it will go. Grab the string with your right hand, and straighten it out (let it "uncurl" itself) by sliding your hand along the string towards the headstock.
# When you reach the tuner, cut the string to length. This is partly down to string gauge (thinner strings need more length to produce the same amount of windings on the post, and the length of string each winding eats up is also shorter). For the low E, I usually cut the string somewhere between the D and G tuning posts - I want a fair amount of windings on the post, to get a good steep break angle over the nut. You need to figure out how much extra length you need, to produce the amount of windings you want. The tuners in the pic (which I've lifted from the web - if you own it, and want me to take it down, just let me know) has too few windings, in my opinion.
# Stick the string into the hole in the center of the slot, and bend it to the left (towards the tuning heads), letting it pass out through the slot. Then make a sharp right turn, stretching the string slightly, and you should end up with almost half a turn already done.
# Stretch the string to make it grab on to the post (again, viewed from the top, the string will now exit the slot and make a sharp right turn), while you turn the tuning peg. I usually grab the string with my right hand thumb and middle finger (to hold it stretched), and use the index finger to hold it down either against the fretboard/nut slot, or - for the thinner strings - against the face of the headstock. Keep the string stretched the whole time, so the windings coil up neatly on the post (instead of wandering all over the place).
# Tune the string to pitch, and stretch/tune it several times until it is reasonably stable, before you start removing the next string.
