The last 2 rings added have to be folded back towards the ear wire. The back ring folds back under the ear wire and the front ring folds back on top of the ear wire. Place the bead inside the 2 rings attached to the ear wire, and now bring the folded back rings forward into their original position to hold the bead in place.
Pro Tip: If substituting round beads into the pattern you may need to increase the size of the inner diameter of the jump ring. See my tool tip Ring and bead sizes for captured bead chain maille.