How does the counter current mechanism concentrate urine?
Have a look at this figure (from here):



In the descending loop the NaCl concentration is lower than in the surrounding tissue which leads to a passive water transport along the gradient, which leads to a concentration effect. In the ascending loop then NaCl is actively transported out of the loop which then prevents the diffusion of water back into the loop. 

In the collecting tube water is actively transported out leading to an even higher concentration effect. A nice animation of this can be found here.