Step 3: Wrap the longer side over your hand 2-3 times.
Actual times depends on the length of the tights. I also found that lace or loosely knitted tights required an extra "loop" around my hand.
Also, make sure that the tail end of the tights that you wrapped ends facing down in your hand. This should leave you with one end facing up (I use my thumb to hold it in place) and one facing down.