There is a trick to properly insert the aluminum wire (also applicable to steel wire) which is very important for loading aluminum wire and avoiding failure during welding. Hold the wire shaft securely with one hand to ensure it does not loosen. Once you have removed the cellophane package, hold the loose one of the wire with the other hand - do not put it in the drive roller let go. People who are inexperienced usually do not grip the loose one, and the entire bundle of wires begins to loosen. If such a thing happens, it will not be remedied, and the welding operation will be greatly affected - you have to buy another bundle of welding wire. 

The tightness only needs to ensure that the welding wire will not just loosen, but it should not be too tight, otherwise it will cause drag on the welding wire.