Jon,
When I first got my 9W-7 I contacted Keven Pinkerton {
http://sites.google.com/site/kevinsstuff1/sewing-stuff }
and he sent me quite a few photos of how to thread it. My machines are different at the top thread guide than the ones in that manual page. Since the OP had a W&W I posted that rather than my pics. However Kevin did say to thread the tensioner clockwise, from the right side, down under the bottom, around over the top then down to the take up spring. I don't think it would work if you threaded it counter clockwise.
Joe