Prepare thread

Thread the embroidery needle with a 20-inch length of embroidery thread. Tie a simple, one loop knot leaving at least a 3-inch tail. You will hide this tail later.

Put your needle through the bottom edge of the hem, from the wrong side, coming out on the right side.

Pull your thread through. Above is a picture of the long tail on the wrong side. Again, you will hide this tail later.

The Herringbone Stitch 

The herringbone stitch is worked from left to right, however the needle is often stitching from right to left. Even though that may seem a little counterintuitive it's quite simple once you get the hang of it. Remember to take your safety pins out as you come to them.

Turn your work around so the right side is facing you.

Push the tip of your needle through your fabric approximately 1/8-inch from the top of the hem and 1/4-inch to the RIGHT of where your needle came out in the last step.

Take a stitch that is approximately 1/8-inch long horizontally to the LEFT. Pull your thread through, but do not pull it tight. Since you are not using an embroidery hoop it's up to you to keep the tension even.

Next push your needle through the fabric approximately 1/8-inch from the bottom edge of the hem and about 1/4-inch to the RIGHT from where you last pulled out your needle. Then, poke the tip of your needle 1/8-inch horizontally to the LEFT of where you stuck it in. Pull through the thread through, again make sure it's not too tight.

And now just start again from the beginning. 

Above is a picture of the herringbone hem after a few stitches.

And here you can see how the herringbone stitch is catching both the top and the bottom of the folded hem.

Below is a demonstration of the herringbone stitch on graph paper.  The odd numbers represent where the needle comes out and an even numbers represent where the needle enters:

Oh and here is what the back should look like: