The first thing you need to do is make a simple Stem Stitch. Then, in the same colour thread or a contrasting thread, you come up from the right end of your stem stitch. Make a small loop and insert your needle from the top underneath the first stitch of your stem stitch and over your little loop.
You continue in this manner, making sure not to pull your loop too tight. Try and keep your loops even. As this is my first attempt at this, mine aren't as even as I would like them to be, but you get the idea.
After you have finished your first line of loops you can then go back and add as many rows of loops as you like. I chose to do only one more row and pull the loops tighter on this second row. By doing this it gives the look of a chain stitch addition.