How do you "load" a snare

I have never "loaded" my snares, but from how I have had it explained to me it is to increase the speed and response time of your loop closing, not for helping your loop to stay rounded. To me the position of your lock will have more to do with the shape of your loop. The closer to the 12 oclock position I get my lock, the more round the loop Here is the explination of loading a snare somebody sent to me.

Cut your cable to length. Hang across some sort of smooth 1/2" or so steel rod. Both ends of the cable should be pointing straight
down. If they are, not don't waste your time. The cable is cast, and any lock will try and spin around the cable as the snare
closes. If the cable is straight, grasp each end of the cable, and "shoe shine" it back and forth across the cable, a few times.
What you are doing is tightening the memory of the cable.
I sometimes load a snare in the woods, if I need one and am out. With a pair of gloves on, grasp the cable just forward of
the lock, and with your thumb to the inside of the loop, pull the snare thru your grasp tightly across your thumb (that's why
the gloves), 4-6" a few times. You can test the load on the snare by firing it. If it does not suit you, pull some more set into it.

Loading a snare depends on the type of cable and other factors. With 1x19 cable you can easily load a made snare using a screwdriver and your thumb by sliding the cable between them like curling a ribon. This is done typlically at the neck lock end to about 1/3 the circumfrence of your noose size. Minor shape adjustments can be easily done in the same fashion.