Since 2005, we have a different kind of netting/tapestry needle/shuttle. They are far sturdier, and load differently:

Notice that the two halves of the tip touch, but are not actually connected.
Anchor the cord by tieing it through the hole near the tail end (pict. 1), or by holding it in place with your thumb as you start winding on (pict. 2). If you use the second method, once several wraps are on the cord will hold in place and you can remove your thumb. The last couple of wraps may come loose when the shuttle is almost empty.
Lay the cord against the two halves of the tip, and tug at it gently until it snaps through (pict. 3). Keep wrapping head to tail (pict. 4) until the shuttle is comfortably full.
The less you load on, the sooner you will need to reload, and the more knots you will need to make and will have in your finished piece. If you put on too much, the loaded shuttle will become hard or impossible to pass through the mesh. As always, look for a happy medium.