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Purchase a .080 inch (2.0 mm) diameter round monofilament line from a hardware store. Do not use a serrated or heavier line because it can overload the motor and cause overheating. You can also buy pre-threaded spools from Black and Decker's website or at some hardware stores. Feed the line through the hole and begin to wrap it around the spool. The more you overlap your spool, the more likely it is to get tangled when you start working with it. Instead, wrap the spool so that the line is wrapped next to itself, not over itself. Most Black and Decker models will have you wrap the string counter-clockwise. Allow for 6 inches (15.24 cm) of slack on the end of your line after you're done wrapping it around the spool. Cut the thread with gardening shears or sharp scissors and put the excess line through the eyelets on the spool to hold them in place. Repeat the steps to wind up and secure the other line on your spool. Again, follow the arrows when you are winding up the line.

Summary:
Thread your new line into the holes designated on your spool. Wind the line around the spool, following the arrows on the spool. Secure the line to the spool and cut the line. Thread and wind the other side of the spool.