A stent delivery system includes a delivery catheter and an anchoring guide wire with an associated expandable member designed to expand within the patients body vessel to anchor at least a distal portion of the delivery catheter within the body vessel. The anchoring of the distal portion of the delivery catheter helps to prevent a self-expanding stent, mounted on the delivery catheter, from jumping longitudinally in the body vessel as the outer restraining member of the catheter is being retracted since a portion of the self-expanding stent remains pressed against the wall of the body vessel allowing the stent to expand laterally with the vessel.