The Beare Method
1. Put string end in through hole in peg, leaving a small amount protruding.
2. Wind first turn with string on peg-handle side of loose end.
3. Wind second turn on other side of loose end.
4. Wind remaining turn(s) on peg-handle side again, moving outwards to check.
The Voigt Method
1. Put string end through hole in peg.
2. Pass string end underneath string from outside.
3. Wind up and guide the string on to the side of the peg box.
4. Make sure that the string is on the side (G and D on the left, A and E on the right). Don't have too much string round the peg.
If the above instructions are followed it will not be necessary to push the peg in, and therefore avoid breakage to the peg box and scroll.
It is important to keep the strings as parallel as possible in the peg-box; an angled string tends to pull the peg out of the peg-box.
Use a little graphite (or pencil lead) or a dried sliver of bathroom soap on the bridge grooves and top-nut whenever you change strings. This ensures that the strings run smoothly in their grooves and don't break because of too much tension or pull the bridge towards the fingerboard and warp it. If your strings almost always snap between the nut and the peg box, it is either because the grooves need lubricating, causing that part to be too tight, or they may be snagging on another peg (caused by wrongly positioned holes). If they snap between the bridge and tail-piece, it is because the bridge grooves need lubricating or smoothing.
Glue a little saddle of vellum on the top string groove of the bridge. You can then dispense with the plastic sleeve that comes with the string to prevent it cutting into the bridge.
If you get broken loops on the E string adjuster, use a string protector by Pirastro, a plastic saddle to fit into the adjuster hook and protect the loop.