If you have looked at the new XTR M970 rear derailleur you'll notice it has no barrel adjuster.
Not a big deal on a mountain bike. But if you are using STI levers with it on a touring or cross bike it can be a problem.
I ran in to this on my cross bike. You can keep tinkering with trying to get the cable in just the right spot or buy a $15 part and be on the road to shifting bliss.
Step 1: Tools
You will need allen keys, cable housing cutters and a pair of Ritchey STI Cable adjusters. I got mine from Excel Sports
Step 2: Cable
Loosen the rear derailleur cable and pull it out all the way up to the STI lever.
Cut about 1" of cable housing off and insert the sti adjuster.
Step 3: Tighten
Now just run the cable back through, tighten it up on the rear derailleur and adjust it using the new barrel adjuster on your STI lever.
You could mount the adjuster down on the rear derailleur but I think that might get a little too much mud in it and be unreliable.