Bring the needle up from the back of the fabric and pull the thread through.  Put the needle back through the fabric a scant 1/16-inch from where you began, but do not pull the thread all the way through.  Leave a short, loose loop. Bring the needle back up about 1/4-inch away, and pull the thread up through the loop.  Put the needle back through the fabric, catching the loop and leaving a new loop through which to pull the needle on your next stitch.