Step-by-step instructions:

1. First, separate just one strand of thread from your skein or bobbin. Take that strand and fold it in half so you now essentially have two strands together, with a small loop at one end.
2. Next, thread your needle using the two loose ends (the side without the loop).
3. Now begin your stitch as you normally would. Bring your needle up from the back of the fabric through one hole, making sure the loop stays on the back.
4. Then take your needle down through the diagonal hole to create the first half stitch.
5. Turn your fabric over, pass your needle through the loop on the back, and gently pull.
6. Your thread is now secure on the fabric - no knots or stitching over your tail required!