A system for enabling the insertion and removal of an embolic protection device, for capturing and retaining embolic debris which may be created during the performance of a therapeutic interventional procedure in a stenosed or occluded region of a blood vessel. The system, in an embodiment thereof, enables the device to be snap-fitted so as to engage the distal end of a guide wire, to provide a reference for positioning the device at a location distal to the interventional procedure site, and to enable an end of the device to be in tension, enabling a portion of the device to be in tension and another portion to be in compression, so as to assist in bending thereof in tortuous vasculature.