Are you doing a handman's noose or a loop?
If you are doing a noose bring the wrap on the wire all the way down to the bead and use the round part of the crimpng pliers to set it in there really snug. If you are doing a loop, bend the wire away from the stone with your fingers before executing the loop. If you are using thick enough wire that should hold it.
You can also take the wire down and around the bottom of the bead and back up again (or make a spiral as suggested.)
Szarka