This stitch makes a heavier rope than the regular Chain Stitch, and it uses a different method. Instead of catching the thread under the needle to make a loop, with this stitch you weave the needle under stitches already made.

Start with a small vertical Straight Stitch. Bring the needle up slightly below the stitch. Insert the needle under the Straight Stitch, without catching the fabric, and insert into the fabric in the same place (step 2). Bring the needle up slightly below the loop you just made, and weave through the Straight Stitch again (step 3), For the next stitch, you won't be weaving under the Straight Stitch, but under both of the loops you just made (step 4). Continue on in this manner, always weaving under the two previous stitches.