Place and hold one end of the tape on the threads at the end of the shower arm (the pipe coming out of the wall).

Teflon tape likes to stick to itself, so be careful not to let it fold over itself, or you'll be unfolding it all day.

While taking care to keep the tape flat, wrap it clockwise around the threads, completely covering them and wrapping back over itself to stick.

Be sure to wrap the tape clockwise, so that as you tighten the showerhead it won't unravel the tape.