Next, you will create the setting for the stone.
Use the 3 lengths of 20 ga square wire and bind them tightly with the 12" piece of half-round 20 ga wire. Wind between 4-8 times around. More loops will be added in a later step, so don't go too far. For now, both ends of the half-round wire should be pointing down.
Shape the setting in a U shape around the stone.
Wrap an equal number of times around each side, flatten the wraps with pliers, and end with both half-round wire ends pointing upward. If you want to trim these ends, you will only need 3-4" to finish the wrap later.
Place the shaped setting onto the bottom of the frame, then continue wrapping the half-round wires around both the frame and the setting, securing the bottom of the U shape into place.