Now I have added the diagrams below. So what you do is:
1. Come up at A whilst holding the tail of your floss underneath the fabric
2. Go down at B but don't let go of that tail just yet
3. Come up at C and down a B again - no no no do not let go of that tail or you might be in big trouble
4. Now still holding that tail at the back pull the stitch carefully so that it tightens
5. Now come up at 1 and down at 2
6. Come up at 3 and down at 4
7. There you go - you have a perfect start with no lumpy bits or threat of your first stitching coming unstitched because you haven't secured your thread properly.
If you want to be able to read the directions underneath if you think I am fibbing or just want a good look at it I really suggest that you ummmmmm oh yeah double click on the photo so that it becomes readable.

Ok this photo tells you how to finish the same way you started though I have to admit that I don't - I just think it shows too much and is much too fiddly so I still use the same old method of pulling some floss underneath the back and halfway through I go back again on myself on one stitch and then finish off my going under yet more stitches. It works for me but hey just in case you wanted to know I have put the directions here.