Step 1: Getting the Right Size Rod
Jewelry catalogs sell selections of straight rod mandrels for $50 or more, but my choice is from Harbor Freight. They have a set of 28 sizes, from 3/32 inch to 1/2 inch, for under ten bucks. It's called a Transfer Punch Set. The catalog number is #3577. www.harborfreight.com
Step 2: Winding the Rings
To wind a coil, just bend a right angle on the end of the wire about 3/8 inch long and insert this into the screw gun chuck. Then wind slowly, keeping a tight coil. I like to rest the end of the mandrel on the edge of the table or bench pin.
One note of caution - if you are winding an entire length of wire, be careful as you get near the end of the wire. If the end passes under your thumb, it can cause a nasty scratch or cut.