Re-thread your needle.

In the stitch above your starting stitch (from steps 1 and 2), insert your needle from back to front, pulling all the way through (Image 1).

Insert your needle into the V-shaped stitch above, going through both loops of the stitch (Image 2).

Insert your needle back into the stitch below, pulling all the way through.

Cut your thread (same length as the first cut).