Try stripping all the wires, lining them up together and wrapping tape tightly around them near the end. This keeps them all lined up. It's easier if you're using stranded wire. If it still gives you trouble, use a split bolt.
People usually have problems because the conductors are too short to hold and/or the stripped ends are not lined up or long enough.
When I do this I strip a little more than what is needed, line them all up, pre-twist, then cut the end off to the proper length. Never had a problem with even more than 6 or 8 #12s and the proper wire nut.
I have never been a great fan of that many wires under one wirenut whether it is a gray or a big blue. My work around in those same situations is to make what I call a bridge splice. Its simple - four of the wires under one wire nut and four of the wires under another wire nut with a jumper from one wirenut to the other one. Granted you will use an extra gray wirenut, but for me its peace of mind. Or go with the split bolt as has been said. Those cost $6 bucks for the #2 size here nowadays.
I recall reading that, in Europe, they have splicing devices that consist of an insulated bar with individual holes to recieve each wire, and a compression screw for each wire. Very neat, and very secure connections. Is anything like that available in the US?
[This message has been edited by SolarPowered (edited 02-09-2005).]
If your look at any container that wire nuts came in they have a chart on the side. I have never seen on any of those charts show you can put more than 5 wires under a single connector. I believe method of shoving all these wires under one wire nut is poor. This must be a heck of a big juction box.