Bring the needle and thread from the back to the front of the fabric. Put the needle down through the fabric about 1/8-inch away from where you started (For right-handers, it may feel more natural to move to the left; left-handers may prefer the right).
Bring the needle up approximately 1/8-inch away from where you went down. Pull the thread through. Put the needle back down in the same spot you did before, taking a backstitch.
source: http://www.purlbee.com/embroidery-tutorial/2007/2/12/backstitch.html