What I can tell you for sure, is that these aren't easy, so give yourself a break. ;)
Here is a quick picture tutorial of the channel setting I've just finished. I'm using four, 22g, round sterling silver base wires and about 3 feet of 28g, round sterling weaving wire. The gemstones are 4mm round facets... no holes....lots of patience.
Prepare all four 22g base wires by making them straight, then hold together slightly fanned.
Weaved 1 on 1 for approximately 1/4 inch.
Then bend the two inner frame wires, 90 degree upright.
Continue to weave but change the pattern to a figure 8 or infinity weave. Be careful to keep both frame wires separated and even while weaving. Weave a figure 8 for approximately 8mm... there will be approximately 2mm to either side of the gemstone... less if you can manage it.
Set the gemstone onto the bottom weave.
Carefully bend both inner frame wires back down and over the gemstone.
Continue to weave 1 on 1 for another 1/4 inch... repeat for as many gemstones as you are setting.
Many students have asked me where to buy certain tools, so here is a list of what we use in classroom and where to get it if you are ordering online. Check back as I might keep adding and/or updating as I use the tools.
Keep in mind that these are just suggestions. Many tools are available for wire wrapping, from many sources.
BeadSmith Chasing Hammer - Amazon (also can be found at RioGrande.com)
4.75oz Chasing Dome Head Hammer-10"
Beadaholique Solid Metal Bench Block Wire Hardening and Wire Wrapping Tool
Round nose pliers
Chain link pliers
Nylon jaw pliers
Another Flush Cutter