This image shows how to use a crimp bead to finish the end of your necklace. Notice that the beading wire goes through the crimp bead, through the clasp and then back through the crimp bead. It is recommended that it also go back through several of the beads. The wire is then pulled until the beads reach the clasp...somewhat taut, but not too tight. The crimp bead is then crimped.

Proper crimping pliers MUST be used for crimping. Ordinary pliers will not suffice!

This tip is from:
E How

Another site I found is:

Beading Daily