The video is good but incomplete, setting the stone is a bit tricky, make sure you get the stone tight. It's not quite as easy as it looks. The ring band itself should be wrapped to make it more sturdy, in my opinion.
Materials and Tools:
(My advise is to start out with copper or brass practice wire until you get the hang of it!)3 ft. 22-gauge 14K/20 gold-filled 1/2-hard square wire
2 ft. 21-gauge 14K/20 gold-filled 1/2-round 1/2-hard wire
1 ring cab (1/2" wide x 1" long) [You can use any size, the smaller the stone, the harder the setting process]
ruler with millimeters
permanent marking pen
flat nose pliers