Make sure you get the wire as close to tight as you can here.
The idea is to get the wire reasonably tight to start with so that when you screw the fittings on either end tighter onto the brackets attached to the wall, the wire will be pulled completely taut. If you find you've got a lot of slack after threading the second bracket about 1/2 way on:
1. Take it back off.
2. loosen the set screw in the little metal collar that is clamped to the ware itself.
3. Pull more wire though (to remove the slack) and tighten the set screw back down.
4. Re-thread the end back onto the wall bracket.
Hope that helps?
James