Using your beading needle on a length of thread, pick up a bead. It is generally recommended that you use a bead that is different in size, shape and/or color for your stop bead than the beads your are using for your project. This makes it easier to tell which bead is the stop bead and will prevent you from accidentally counting it in your starting set of seed beads.
Slide the bead down to the end of the thread, leaving a sufficient length of thread for the tail.