yeah I do the same thing cept I grab the string and pull it side to side like I was doing a really huge bend> There's also a how-to section on the main guitartrcks page that shows you the basics of re-stringing a guitar... the one thing that I find really helpful is putting a crimp or bend in the string at the post so that it grabs ... and then winding the strings evenly on the post so they don't overlap.
Even so though, I still retune my guitar on a regular basis cause just humidity or temperature changes can affect the tuning.
I've noticed that after about 1/2 hour of playing my tuning is sharp on all strings, then if I let the guitar stand they slowly go back into tune again.