To do a running stitch: bring the needle up through the cap side of the strap and then the velcro until the knot at the end of the thread hits the fabric.

At this point, bring the needle back down through the velcro a few millimeters from where you started, following the direction you're trying to sew.

Keep bringing the needle up and down through the strap and velcro, moving the same distance each time. Repeat this until you have sewn around the entire piece of velcro to secure it.