A locking component for locking a medical device onto a guide wire. Such medical devices include, for example, an embolic filter assembly used to capture embolic material that may be created and released into a patient's vasculature during a stenting or angioplasty procedure. The embolic filter assembly tracks along the guide wire, and is delivered to a treatment site where it is locked in place and deployed. The locking component enables the filter assembly to lock onto any standard guide wire, and does not require a modified guide wire that has a specially-designed fitting or stop to accomplish the locking function.