This is a good resourse for lanyard making http://www.boondoggleman.com/
. Cheesy site but still a lot of info. Best to start out with the square stitch. The Chris Reeve one is pretty easy, basically just a hangman's knot (still great though).

If you like I'll send you a couple of the square and circular stitch ones and you can take them apart to get a better idea of the knot. Just PM your addy.