Step 1: After attaching the string to the bridge, bring it down the center of the peghead and thread it thru the tuning shafts hole.
	Step 2: Leaving a bit of string length to wind around the tuner, bend the string slightly towards the top of the peghead. You don't want to bend the string more than once (back and forth will fatigue the wire and break it).
	Step 3: Bring the string back towards the center of the peghead and under the string.
	Step 4: Keeping tension on the string with both hands, pull the string over itself. Holding tension on the string while bending can not be understated, it keeps gaps from forming.
	Step 5: While you continue to hold tension on the string, begin winding the string around the shaft. The string should be wound down the shaft to increase the strings angle over the nut
	The Final Result. For this method of string winding, this is what we want to see...the string actually looping over itself to create the tension necessary to prevent it from pulling itself back thru the shafts hole and de-tuning the instrument.

A CHANGE IN TENSION = A CHANGE IN TUNING
A properly wound string prevents slippage which can make constant retuning necessary.

When customers come to me complaining of tuning problems, improperly wound strings are the number one culprit.
 If the string is not properly wound around the tuners post it will slip, when you loose tension you loose tuning. This is also the reason
locking tuners were created...to reduce string slippage at the tuners by gripping the string firmly (of vital importance to tremolo users).
If you wind your strings as shown you will have much of the advantage that comes with locking tuners.

Related Articles:
Tuning Problems
Stringing Slotted Peghead Tuners
Changing Strings On Acoustic Guitars
Bridge Pins