Making a french knot seems to be a little confusing, but really, it's a very easy stitch once you know how to make one. I wish you could sit right here next to me, in my very cool penguin PJ's, but since you can't, I'll try my best with the help of my second rate camera, to show you how to make one, step by step. So here we go:
Thread your needle with two stands of embroidery floss and knot the end. You can use a waste knot instead, but I usually don't.
Oh, and I don't use a hoop when I embroider. I like to hold the material in my hands. So our first step is to hold the material taut. Don't be afraid to grab and crinkle it... we can always iron it later...
Next, pull the thread up through your material from the back side (with your right hand), holding your material with your (left) hand very taut.
Now, hold the thread with your (left) thumb and pointer finger, very tightly.
Now, place the needle side-ways, UNDER your thread, all the while, holding the thread taut.
Wrap your thread twice (or however many times you need to) around your needle, all the while, holding everything tightly.
Now poke your needle down into your material very close to where you came up, all the while still holding the thread and material tightly. As you pull the thread down from the underside (with your right hand), with your (left hand), guide your floss and hold floss tightly to make a nice, neat knot.
Ta-daaa... you're done. Now try again. You probably didn't get it the first time through, but if you keep trying a few times, I think you'll get it.