Place the beads on the wire in order from top to bottom of the finished piece. Take a small bit of the end, say about 1/16" or so, and bend it as far past 90° as you can get. Then pinch it the rest of the way shut with the pliers.
Suffice it to say, you need to have a bead on the bottom whose hole is less then 2 wire diameters in, well, diameter. (If you do not have a bead with a small enough hole, you can make an eye-loop at the bottom to keep them on instead. Instructions for eye loops are in my rosary instructable)