STEP 1: Pull about 10 to 12 feet of line from the reel.
STEP 2: Double-check that the line is running under the line guard on the reel, and that the line is coming from the bottom of the reel.
STEP 3: Double the loose end of the line over on itself to make a "U" shape. Then take that doubled end and thread it through the metal guides on the rod. Start with the thickest guide, at the bottom - this is the stripping guide - and thread up the rod.
STEP 4: Be careful not to thread the line through the hook keeper on your rod, which will hold the hook of your fly after the pole is threaded.
STEP 5: Make sure you've threaded every guide and that the line isn't twisted around the pole. This is also a good time to ensure that your guides are lined up. If the line bends around the pole, take the line out and pull your pole apart and reconnect the pieces to ensure that the guides line up.
STEP 6: Look at the guides for burrs when you are threading your line. These can wear your line out and eventually cause it to snap. If you see any rough spots, it's time to file the guide to eliminate them.
STEP 7: Check to make sure you didn't miss anything by holding the line in one hand and the rod in the other hand and bending the rod. Any missed guides can be easily spotted.