Step 4: The running stitch.
Done just as it is in regular sewing. You can make the stitches long or short or randomly placed depending on your design.
I use this stitch for framing and embroidery design, or for things that I want to seem open and airy. I don't recommend this as much for text, because it can be a little too spacey.
You can either do the standard up and down, or push the needle through and make several stitches at once. Both types are pictured below. :)