I first found it on a Japanese blog, published by Miharu-san. The post is all in Japanese, but the pictures are very clear and easy to understand. Click here to check.
You can also find several videos on YouTube.
Anyway here are my pictures and commentary:
I suggest using Perle or another thread with a good twist.
Take the thread out of the fabric.
Place the needle on top of the fabric, next to where the thread came out.
Press down your thumb and hold tight.