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These photos were taken by Miles Churchward. Cheers mate!

Make sure the holes in each capstan line - up with the string.
 
With a Strat you need to make sure the ball end of the string is sitting firmly in place. I normally lift the guitar up with the string to ensure that it's seating correctly and not snagged inside the tremelo block.
 
With the wound strings yu should pull them tightly through the hole and keep the pressure on as shown in the picture. The golden rule here is:- don't leave any gaps around the capstan - these will cause the strings to go slack on a regular basis.
 
Here, I'm using my stringwinder to turn the capstan 90 degrees anticlockwise. I'm still holding the end of the string to prevent it becoming slack.
 
Bring the end of the string clockwise around the capstan, keeping it tight all the time. My Left thumb is making sure the string stays in the nut slot.
 
Still moving the same way, I bring the end of the string all the way around the capstan. I'm pulling it tight as to form it around the capstan. If I were to let go at this point you would see the string is permanently curved in the shape of the capstan.
 
Pass the string underneath itself. My Left index finger is making sure the string doesn't spring away from the capstan.
 
Pull the string end tight.
 
Pull the end of the string tight and put your Right index finger on top of the string as shown.
 
Bend the string over itself between your finger and the capstan as shown. You need to create a kink in the string which locks it tightly in place. The kink needs to be as close as possible to the capstan. Use your thumb to really push down on the string so that when you take your thumb away the string won't simply spring back.
 
Again, really push down with your thumb so you form a tight kink. If the string springs back you will cause a gap between the string and the capstan which, in turn will cause tuning problems. Now you can tune the string as normal. You'll find you won't need a complete turn of the string around the capstan as the coils of the wound strings really grip.
 
The method I've described above will work for the plain strings but I've found that if you have any sharp corners on the capstans, these can dig into the strings and cause them to snap. To get around this I usually wind more of the plain strings around the capstan which means leaving some "slack". I measure the amount of "slack" using 2 fingers as shown on the left.
 
It's a tricky job keeping the string tight against the capstan and at the same time leaving enough slack to allow for extra windings but that's what you need to do. Notice I'm pushing the string down with my Right index finger whilst pulling it up with my middle and ring fingers. My Little finger is resting on the edge of the fretboard (as a guitarist you should be used to this hand position!)
 
Aagghhh I've run out of hands! There's no way of keeping the end tight so don't worry too much. Turn the capstan 90 degrees anti-clockwise as before. Notice my Right hand hasn't moved form the last picture.
 
At this point I'm letting go of the string with my right hand. Notice the slack string.
 
Once again I'm bringing the string clockwise around the capstan. My Right index finger is stopping the string from moving. See how close it is to the capstan.
 
As before, my Left index finger is helping to form the string around the capstan - putting a permanent curve in the string. I then thread the string underneath itself. At this point the string is not being held under the string - tree. This is something you need to check when you tighten the string.
 
Again, my right index finger is very close to the capstan. I'm pulling the sting tight with my left hand to ensure no gaps around the capstan. Notice how I'm holding the string with the pad of my thumb.
 
I've still got the string against the pad of my thumb as I bend the string over itself as before. My right hand is working hard to keep the slack string as tight as possible. I'm using my middle and ring fingers to pull the loose string outwards.
 
Finally I'm tightening the string using my string winder and holding the slack part with my Right hand. At this point you need to make sure the string is in the correct nut slot and under the string tree (if you have one). You can see the end of the string pointing up slightly. As you wind the string this will get worse so you need to keep pushing the end down to keep the kink in place. My Right hand is pulling the string tight so, as I've mentioned before there are no gaps between the string and the capstan. Make sure the string winds DOWN the capstan and NOT UP! As the string passes over the nut it has to go downwards and not in a straight line. This avoids buzzing and rattling along with other tuning issues.

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