I recently bought some Ultegra components on eBay and had a question about installing. I installed the cassette and cranks ok and am working on the rear derailleur right now. I wasn't sure how taught to get the cable when screwing it down so I don't know if I have that right. But the problem right now is that I messed with the H & L screws to get the shifting right, but I'm missing a gear. I can't get the derailleur to shift up to the 12t which is the last cog on the cassette. Any ideas?

A couple of things one that you have the cable wrong so you can’t get it to shift all fo the way. or the high or low (always forget what one) needs more adjusting)

if you are having trouble getting the derailleur to drop down to the 12 tooth cog there are 2 reasons why this could be happening. The first is that you do not have the limiting screw adjusted properly and the second is that you have too much cable tension. The first thing you want to do is unfasten the cable at the derailler and see if the derailleur will shift the chain down to your 12 tooth cog without the cable attached. If it does not then you need to loosen the limiting screw marked with the H. Loosen the H limiting screw about 1/8 to 1/4 of a turn at a time until the chain drops down to the 12. If the chain drops down to the 12 on its own make sure the derailleur is not able to over shift the gear and jump your chain off the bottom of the cassette. If you want to make sure your limits are set correctly turn both the H and L limiting screws in until you can not shift the bike into the bottom or the top gear on the cassette and then gradually back them off until you can shift into those gears. To get your cable tension correct start by adujusting the H limit as described above with the cable not attached. Use your hand to push the derailleur up a few gears and then turn the H limit screw in until it will not go to the 12 then let it out until it will drop down. Now tighten the barrel adjuster all the way down on the derailleur and then loosen it about 1 to 1 and a half turns. Now pull all the slack out of the cable and tighten the bolt that holds the cable in place. When you pull the slack out of the cable it should be snug not super tight you don't need to pull the hell out of itjust make sure its not flopping around. Now to adjust the tension click the shifter one click to make it go up the cassette to the next gear. If it hesitates or makes noise turn the barrel adjuster out (counter clockwise) until it jumps up to the next gear. If the derailleur has trouble moving from smallest to biggest cog it needs more cable tension which is accomplished by turning the barrel adjust out. If you put too much tension on the cable it will not want to shift back down the cassette from biggest to smallest. This is fixed by turning the barrel adjuster in (clockwise). Make adjustments to cable tension in small increments and you should be fine. Cable tension is a fine balence. Sorry for the long post hope this helps with your project.

Thanx for the help. Per your suggestion, I took the bike over to a friends' house and he did just that. Released the tension and it shifted perfectly. Thanx again.