To tie this knot, you cannot start with a simple overhand like a square knot.  Note, in the figure, that the two short ends of the knot are not on the same side, as they would be with a square knot.  The lighter-colored line is upside down, compared to the darker-colored line.  So to tie this knot, start with a simple bight (the dark-colored line) as you would with a sheet bend.  Pass the other end (light-colored line) through the eye, around the bight, and back as shown in the figure.  Make sure you use the reverse direction from a square knot—othewise, it’s not a thief knot!.

My Grandfather taught me this when I was a scout; Mike Bergman