Insert the peg into the peg box. Begin to wind the string around the peg, forming a secure connection.
Wind the string, keeping tension between the string and the peg. If the strings are not taut while winding, your pegs will slip. The proper tension can be achieved by winding the string tightly against the peg. The string should be flush against the peg.
Continue to wind the string as it starts to become taught between the bridge and the peg. When you reach the point where the peg can only be turned four more times, simultaneously gently push the peg into the hole while winding the string the remaining four turns.
Continue to use the first three steps on the remaining three pegs. Each peg should be rewound occasionally to ensure a good fit.