You are not closing the loop enough, what are you using to make the bend? I use a set of round bend pliers which work a lot better than needle nose. Like others have posted you can wrap the wire so it is a closed loop (I have never done this) or I have seen pics of baits that the wire gap has been soldered shut. I plan on trying the solder thing but for me it is not necessary as I haven't lost a blade in 3 years.
Allen